VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2002.tb00129.x
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+W3122224383
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+Utility maximization in incomplete markets with random endowment
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+Q2722587
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+Exponential Hedging and Entropic Penalties
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+Publication:4419300