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Optimal control of martingales in a radially symmetric environment. (2023). Robinson, Benjamin A.
In: Stochastic Processes and their Applications.
RePEc:eee:spapps:v:159:y:2023:i:c:p:149-198.

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  1. Optimal control of martingales in a radially symmetric environment. (2023). Robinson, Benjamin A.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:159:y:2023:i:c:p:149-198.

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  2. L\evy bandits under Poissonian decision times. (2023). Yamazaki, Kazutoshi ; Jos'e-Luis P'erez, .
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  4. Relative arbitrage: Sharp time horizons and motion by curvature. (2021). Ruf, Johannes ; Larsson, Martin.
    In: Mathematical Finance.
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  11. Generalised Lyapunov functions and functionally generated trading strategies. (2019). Xie, Kangjianan ; Ruf, Johannes.
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