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Latest revision as of 13:23, 9 July 2024

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Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
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    Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (English)
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    19 January 2015
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    utility maximization
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    incomplete markets
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    duality theory
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    Legendre-Fenchel transformation
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    stochastic clock
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