Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework

DOI10.1137/23m1576074zbMath1522.91217arXiv2305.18136OpenAlexW4386444038MaRDI QIDQ6048446

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Publication date: 14 September 2023

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.18136

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