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scientific article; zbMATH DE number 1222797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1222797 |
Statements
11 November 1998
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survey article
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optimal trading
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nonlinear wealth process
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portfolio constraints
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borrowing
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lending
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hedging
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continuous-time martingales
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convex duality
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