Hedging in incomplete markets with HARA utility (Q1391763): Difference between revisions

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Latest revision as of 13:20, 28 May 2024

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Hedging in incomplete markets with HARA utility
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    Hedging in incomplete markets with HARA utility (English)
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    23 July 1998
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    optimal portfolio choice
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    incomplete markets
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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