A dual characterization of self-generation and exponential forward performances (Q1049561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual characterization of self-generation and exponential forward performances |
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A dual characterization of self-generation and exponential forward performances (English)
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13 January 2010
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exponential utility
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forward performances
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incomplete markets
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utility maximization
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convex duality
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random fields
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mathematical finance
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