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scientific article; zbMATH DE number 5263208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5263208 |
Statements
14 April 2008
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incomplete market
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unhedgeable risk
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optimal investment
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utility indifference pricing
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duality
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parameter uncertainty
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stochastic control
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dynamic programming
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