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Publication:3656701
zbMath1181.91306MaRDI QIDQ3656701
Publication date: 13 January 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationutility maximisationexcess hedging demandforward performance processmarket participation puzzlemyopic portfolio
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)
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