Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075)

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Two-agent Pareto optimal cooperative investment in general semimartingale model
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    Two-agent Pareto optimal cooperative investment in general semimartingale model (English)
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    12 October 2011
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    cooperative investment
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    Pareto optimum
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    incomplete markets
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    stochastic optimization
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    backward stochastic differential equation
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