Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820)

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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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