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HARVARD Citation
Wang, M. et al. (2017). Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim. Optimization. pp. 1219-1234. [Online].
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Wang, M. et al. (2017). Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim. Optimization. pp. 1219-1234. [Online].