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Jin Ma
Information about the author Jin Ma will soon be added to the site.
Found
2 papers
in total
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Optimal portfolios in Lévy markets under state-dependent bounded utility functions
2010
Motivated by the so-called shortfall risk minimization problem,we consider Merton's...
Reflected forward–backward stochastic differential equations and obstacle problems with boundary conditions
2001
In this paper we study a class of forward–backward stochastic differential...
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