Optimal growth strategies in a stochastic market model with endogenous prices (Q6589443)

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scientific article; zbMATH DE number 7898576
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Optimal growth strategies in a stochastic market model with endogenous prices
scientific article; zbMATH DE number 7898576

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    Optimal growth strategies in a stochastic market model with endogenous prices (English)
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    19 August 2024
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    optimal growth strategies
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    martingales
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    backward stochastic differential equations
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