A computational scheme for the optimal strategy in an incomplete market (Q1027435): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2006.12.006
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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Hedging in incomplete markets with HARA utility
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@@ links / mardi / name / links / mardi / name @@
+Publication:1027435