BSDEs and log-utility maximization for Lévy processes (Q2178928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs and log-utility maximization for Lévy processes |
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BSDEs and log-utility maximization for Lévy processes (English)
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12 May 2020
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Lévy processes
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predictable representation property
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BSDEs
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utility maximization
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