Utility maximization with a stochastic clock and an unbounded random endowment
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Publication:1774197
DOI10.1214/105051604000000738zbMath1108.91032arXivmath/0503516MaRDI QIDQ1774197
Publication date: 29 April 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503516
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