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Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain
Vallejo-Jimenez, Venegas-Martínez, De la Torre-Torres, álvarez-García
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Vallejo-Jimenez, Venegas-Martínez, De la Torre-Torres, álvarez-García