Optimal strategies for utility from terminal wealth with general bid and ask prices (Q2019996)

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scientific article; zbMATH DE number 7336752
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English
Optimal strategies for utility from terminal wealth with general bid and ask prices
scientific article; zbMATH DE number 7336752

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    Optimal strategies for utility from terminal wealth with general bid and ask prices (English)
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    22 April 2021
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    utility from terminal wealth
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    general bid and ask prices
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    shadow price
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