Continuous-time security pricing. A utility gradient approach (Q1322708)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time security pricing. A utility gradient approach |
scientific article |
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Continuous-time security pricing. A utility gradient approach (English)
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5 May 1994
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asset pricing
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continuous-time security market
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semimartingale prices
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stochastic differential utility
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habit-forming utilities
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