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Nikol'skii, M.S. On a Nonlinear Optimal Investment Problem. Differential Equations 39, 1603–1608 (2003). https://doi.org/10.1023/B:DIEQ.0000019352.47870.7f
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DOI: https://doi.org/10.1023/B:DIEQ.0000019352.47870.7f