Stability of the Indirect Utility Process
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Publication:4999900
DOI10.1137/19M1260359zbMath1467.91164arXiv2002.09445OpenAlexW3157618145MaRDI QIDQ4999900
Publication date: 5 July 2021
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.09445
stabilityincomplete marketduality theoryarbitrage of the first kindlocal martingale deflatorindirect utilityno unbounded profit with bounded risk
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