Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762)
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scientific article; zbMATH DE number 7402325
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| English | Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics |
scientific article; zbMATH DE number 7402325 |
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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (English)
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28 September 2021
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utility maximization
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portfolio choice
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nonlinear wealth
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martingale method
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convex duality
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semimartingale characteristics
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0.8570851683616638
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0.78510582447052
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0.7810376882553101
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0.779207706451416
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0.7766009569168091
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