UTILITY MAXIMIZATION IN A LARGE MARKET
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Publication:4635033
DOI10.1111/mafi.12123zbMath1403.91320arXiv1403.6175OpenAlexW2416771065MaRDI QIDQ4635033
Publication date: 13 April 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.6175
Related Items (3)
From small markets to big markets ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ Risk-neutral pricing for arbitrage pricing theory
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