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zbMath1143.91342MaRDI QIDQ3509356

Maurizio Pratelli

Publication date: 1 July 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

utility maximization mutual fund theorem admissible strategies infinite-dimensional stochastic integration stochastic models for financial markets

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Stochastic integrals (60H05)

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