Risk aversion asymptotics for power utility maximization
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Publication:2428507
DOI10.1007/s00440-010-0334-3zbMath1242.91224arXiv1003.3582OpenAlexW2102600411MaRDI QIDQ2428507
Publication date: 26 April 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.3582
Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80)
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