Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for expected utility maximization in incomplete Brownian market models |
scientific article |
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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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