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Journal: Mathematics, 2022
Volume: 10
Number: 2926

Article: Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain
Authors: by Benjamín Vallejo-Jiménez, Francisco Venegas-Martínez, Oscar V. De la Torre-Torres and José Álvarez-García
Link: https://www.mdpi.com/2227-7390/10/16/2926

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