Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951): Difference between revisions

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+Convergence of martingales on manifolds of negative curvature
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+Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
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+Optimization Problems in the Theory of Continuous Trading
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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