Utility maximization under increasing risk aversion in one-period models
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Publication:2488511
DOI10.1007/s00780-005-0164-9zbMath1092.91016OpenAlexW1999087529MaRDI QIDQ2488511
Patrick Cheridito, Christopher Summer
Publication date: 24 May 2006
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-005-0164-9
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