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Q3148795 - MaRDI portal

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scientific article

    Statements

    publication date
    2002
    0 references
    zbMATH Keywords
    partial information
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    innovation process
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    mean-variance hedging
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    utility maximization
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    diffusion model
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H07
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    93E11
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    zbMATH DE Number
    1804077
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