OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT |
scientific article |
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OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (English)
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13 March 2017
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utility maximization
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random endowment
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incomplete markets
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convex duality
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optimal investment
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stochastic clock
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