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Publication:3973611
zbMath0735.90024MaRDI QIDQ3973611
Ioannis Karatzas, Peter Lakner, John P. Lehoczky, Steven E. Shreve
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality ⋮ Utility maximization with partial information ⋮ IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS ⋮ Toward A Convergence Theory For Continuous Stochastic Securities Market Models1 ⋮ An example of a stochastic equilibrium with incomplete markets ⋮ Optimal trading strategy for an investor: the case of partial information
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