scientific article; zbMATH DE number 2091957

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zbMath1070.91011MaRDI QIDQ4810743

Dewen Xiong, Zhong-Xing Ye

Publication date: 16 August 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Change of measure Side information Martingale methods Optimal utility

Mathematics Subject Classification ID

Utility theory (91B16)

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