Hedging in incomplete markets with HARA utility
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Publication:1391763
DOI10.1016/S0165-1889(97)00002-XzbMath0899.90026WikidataQ57635995 ScholiaQ57635995MaRDI QIDQ1391763
Thaleia Zariphopoulou, Wendell H. Fleming, Halil Mete Soner, J. Darrell Duffie
Publication date: 23 July 1998
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Portfolio theory (91G10)
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