Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820)
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scientific article
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| English | Convex duality in optimal investment and contingent claim valuation in illiquid markets |
scientific article |
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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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0.9167631268501282
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0.9025865197181702
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0.8425905108451843
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0.8362447619438171
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