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Strategic portfolio management for long-term investments: An optimal control approach
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Strategic portfolio management for long-term investments: An optimal control approach (2005)Strategic portfolio management for long-t…LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs (2010)LQR and receding horizon appr…The Pricing of Options and Corporate Liabilities (1973)Theory of rational option pricing (2005)Introduction to Stochastic Programming (2011)
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  • 2010LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs19 cited

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