Exponential utility maximization in an incomplete market with defaults

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Publication:428526

DOI10.1214/EJP.v16-918zbMath1245.49039OpenAlexW2025983864MaRDI QIDQ428526

Thomas Lim, Marie-Claire Quenez

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v16-918




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