On the dual problem of utility maximization in incomplete markets (Q5965368)
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scientific article; zbMATH DE number 6549079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dual problem of utility maximization in incomplete markets |
scientific article; zbMATH DE number 6549079 |
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On the dual problem of utility maximization in incomplete markets (English)
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3 March 2016
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utility maximization
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random endowment
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primal-dual approach
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dual optimizer
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