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Revision as of 09:14, 5 March 2024

scientific article
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Utility maximization problem with random endowment and transaction costs: when wealth may become negative
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    Utility maximization problem with random endowment and transaction costs: when wealth may become negative (English)
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    6 April 2017
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    utility maximization
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    random endowment
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    duality approach
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    shadow price
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    utility based pricing
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