On the semimartingale property via bounded logarithmic utility (Q665818): Difference between revisions

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Latest revision as of 22:53, 4 July 2024

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On the semimartingale property via bounded logarithmic utility
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    On the semimartingale property via bounded logarithmic utility (English)
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    6 March 2012
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    arbitrage
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    enlargement of filtrations
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    financial markets
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    logarithmic utility
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    semimartingales
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    stochastic processes
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    utility maximization
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