Dynamic convex duality in constrained utility maximization (Q5086461)
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scientific article; zbMATH DE number 7553400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic convex duality in constrained utility maximization |
scientific article; zbMATH DE number 7553400 |
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Dynamic convex duality in constrained utility maximization (English)
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5 July 2022
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convex duality
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primal and dual FBSDEs
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utility maximization
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convex portfolio constraints
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