Predictable forward performance processes in complete markets (Q6090952)

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scientific article; zbMATH DE number 7768489
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Predictable forward performance processes in complete markets
scientific article; zbMATH DE number 7768489

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    Predictable forward performance processes in complete markets (English)
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    21 November 2023
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    forward performance processes
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    predictable preference
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    complete market
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    integral equation
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    completely monotonic inverse marginal
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    deconvolution
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    Fourier transform
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