Horizon dependence of utility optimizers in incomplete models (Q693036): Difference between revisions

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Latest revision as of 23:53, 5 July 2024

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Horizon dependence of utility optimizers in incomplete models
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    Horizon dependence of utility optimizers in incomplete models (English)
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    7 December 2012
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    incompleteness
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    Brownian motion
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    market price of risk process
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    interest rate process
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    expected utility theory
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