On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model
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Publication:3462260
DOI10.1137/S0040585X97T987375zbMath1331.91167OpenAlexW2191957551MaRDI QIDQ3462260
Publication date: 5 January 2016
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t987375
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