Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model
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Publication:6130338
DOI10.1007/s00780-024-00532-6OpenAlexW4393225719MaRDI QIDQ6130338
Publication date: 2 April 2024
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-024-00532-6
Optimal stochastic control (93E20) Martingales and classical analysis (60G46) Portfolio theory (91G10)
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