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MR2446850 (2009k:60153) 60H30 (60J75 62P05 91B28)
Kane, Selli; Melʹnikov, Aleksandr On the solution of the problem of investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion. (Russian) Teor. Ĭmovīr. Mat. Stat. No. 78 (2008), 66--73; translation in Theory Probab. Math. Statist. No. 78 (2009), 75–82
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