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scientific article
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scientific article

    Statements

    publication date
    13 January 2010
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    zbMATH Keywords
    excess hedging demand
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    forward performance process
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    Hamilton-Jacobi-Bellman equation
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    market participation puzzle
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    myopic portfolio
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    utility maximisation
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    91-02
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    60H15
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    91G50
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    zbMATH DE Number
    5657872
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