Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization with addictive consumption habit formation in incomplete semimartingale markets |
scientific article |
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Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (English)
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29 May 2015
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time nonseparable utility maximization
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consumption habit formation
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auxiliary processes
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convex duality
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incomplete markets
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