Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820)
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English | Convex duality in optimal investment and contingent claim valuation in illiquid markets |
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Convex duality in optimal investment and contingent claim valuation in illiquid markets (English)
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8 October 2018
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convex duality
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optimal investment
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valuation
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illiquidity
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