UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033)
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scientific article; zbMATH DE number 6859719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION IN A LARGE MARKET |
scientific article; zbMATH DE number 6859719 |
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UTILITY MAXIMIZATION IN A LARGE MARKET (English)
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13 April 2018
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utility maximization
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large markets
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incomplete markets
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convex duality
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optimal investment
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stochastic clock
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