Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356)
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scientific article; zbMATH DE number 5948617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk averse asymptotics in a Black--Scholes market on a finite time horizon |
scientific article; zbMATH DE number 5948617 |
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Risk averse asymptotics in a Black--Scholes market on a finite time horizon (English)
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20 September 2011
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utility maximization
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risk aversion asymptotics
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Black-Scholes market
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