Optimal investment with intermediate consumption under no unbounded profit with bounded risk
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Publication:4684884
DOI10.1017/jpr.2017.29zbMath1416.91344arXiv1509.01672OpenAlexW2121692897MaRDI QIDQ4684884
Huy N. Chau, Claudio Fontana, Oleksii Mostovyi, Andrea Cosso
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01672
incomplete marketduality theoryutility maximizationsemimartingalearbitrage of the first kindlocal martingale deflator
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