Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899): Difference between revisions

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Latest revision as of 01:34, 16 July 2024

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Sensitivity analysis for expected utility maximization in incomplete Brownian market models
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    Sensitivity analysis for expected utility maximization in incomplete Brownian market models (English)
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    5 July 2018
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    sensitivity analysis
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    first-order sensitivity
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    utility maximization
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    weak formulation
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