Absolutely continuous optimal martingale measures (Q3365772)
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scientific article; zbMATH DE number 5000531
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| English | Absolutely continuous optimal martingale measures |
scientific article; zbMATH DE number 5000531 |
Statements
Absolutely continuous optimal martingale measures (English)
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23 January 2006
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maximizing the expected utility of terminal wealth
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incomplete financial markets
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0.9079316
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0.9070227
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0.8888777
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