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Revision as of 14:04, 18 July 2024

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Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms
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    Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (English)
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    6 March 2019
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    portfolio optimization
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    utility maximization
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    regime-switching
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    Laplace transform
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    viscosity solutions
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