A computational scheme for the optimal strategy in an incomplete market (Q1027435)
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scientific article; zbMATH DE number 5573619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational scheme for the optimal strategy in an incomplete market |
scientific article; zbMATH DE number 5573619 |
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A computational scheme for the optimal strategy in an incomplete market (English)
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1 July 2009
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utility maximization
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incomplete markets
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endowment uncertainty
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numerical methods
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