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Sequential \(\delta\)-optimal consumption and investment for stochastic volatility markets with unknown parameters. (English. Russian original) Zbl 1352.91030

Theory Probab. Appl. 60, No. 4, 533-560 (2016); translation from Teor. Veroyatn. Primen. 60, No. 4, 628-659 (2015).
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