BSDEs in utility maximization with BMO market price of risk

BSDEs in utility maximization with BMO market price of risk

Christoph Frei, Markus Mocha, Nicholas Westray
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Volume:
122
Year:
2012
Language:
english
Pages:
34
DOI:
10.1016/j.spa.2012.03.007
File:
PDF, 367 KB
english, 2012
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