Utility maximization in models with conditionally independent increments (Q614120)
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scientific article; zbMATH DE number 5829437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization in models with conditionally independent increments |
scientific article; zbMATH DE number 5829437 |
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Utility maximization in models with conditionally independent increments (English)
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27 December 2010
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utility maximization
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stochastic factors
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conditionally independent increments
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martingale method
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