Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market
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This work was supported by National Natural Science Foundation of China (Grant No. 61573217), 111 Project (Grant No. B12023), National High-Level Personnel of the Special Support Program, the Chang Jiang Scholar Program of the Chinese Education Ministry, and the Distinguished Middle-Aged and Young Scientist Encouragement and Reward Foundation of Shandong Province (Grant No. ZR2017BA033).
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