No label defined (Q4531748)
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scientific article; zbMATH DE number 1744955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1744955 |
Statements
23 May 2002
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portfolio optimization
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martingale approach
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incomplete markets
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prices on derivatives
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logarithmic utility
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minimal distance martingale measures
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