On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260)
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scientific article
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English | On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model |
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On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (English)
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5 January 2016
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power utility
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logarithmic utility
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exponential Lévy model
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