Risk minimizing portfolios and HJBI equations for stochastic differential games
نویسندگان
چکیده
منابع مشابه
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The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
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ژورنال
عنوان ژورنال: Stochastics
سال: 2008
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442500701655408