Arbitrage and control problems in finance. A presentation
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Publication:5939293
DOI10.1016/S0304-4068(00)00063-XzbMath0976.91036MaRDI QIDQ5939293
Publication date: 29 July 2001
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
equilibriumtransaction costsutility maximizationfinancial marketsarbitragederivatives pricingmarket frictions
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