Martingale and Duality Methods for Utility Maximization in an Incomplete Market
- 1 May 1991
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 29 (3) , 702-730
- https://doi.org/10.1137/0329039
Abstract
No abstract availableKeywords
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