STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS
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Publication:3084602
DOI10.1111/j.1467-9965.2010.00433.xzbMath1230.91075arXiv0706.0482OpenAlexW2142366343MaRDI QIDQ3084602
Constantinos Kardaras, Gordan Žitković
Publication date: 25 March 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0706.0482
Stochastic models in economics (91B70) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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