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dc.contributor.author
Donnelly, Catherine
dc.date.accessioned
2017-06-09T13:15:14Z
dc.date.available
2017-06-09T13:15:14Z
dc.date.issued
2011-10
dc.identifier.issn
0095-4616
dc.identifier.issn
1432-0606
dc.identifier.other
10.1007/s00245-010-9130-9
dc.identifier.uri
http://hdl.handle.net/20.500.11850/38589
dc.language.iso
en
dc.publisher
Springer
dc.subject
Sufficient maximum principle
dc.subject
Regime-switching
dc.subject
Optimal control
dc.subject
Mean-variance portfolio selection
dc.title
Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
dc.type
Journal Article
ethz.journal.title
Applied mathematics and optimization
ethz.journal.volume
64
ethz.journal.issue
2
ethz.journal.abbreviated
Appl. math. optim.
ethz.pages.start
155
ethz.pages.end
169
ethz.notes
Published online 21 January 2011.
ethz.identifier.wos
ethz.identifier.nebis
000018149
ethz.publication.place
New York
ethz.publication.status
published
ethz.date.deposited
2017-06-09T13:15:49Z
ethz.source
ECIT
ethz.identifier.importid
imp59364e512647780475
ethz.ecitpid
pub:62244
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T21:08:44Z
ethz.rosetta.lastUpdated
2017-07-15T21:08:44Z
ethz.rosetta.versionExported
true
ethz.COinS
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