On utility maximization problem in general model of complete market

MaRDI QIDQ5310915zbMATH OpenFDO

Authors Yu. V. Galushko

Publication date 15 October 2007

zbMATH Keywords

market models

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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• Utility maximization in models with conditionally independent increments

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