Pages that link to "Item:Q2428507"
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The following pages link to Risk aversion asymptotics for power utility maximization (Q2428507):
Displayed 3 items.
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (Q4902548) (← links)