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The Stability of the Constrained Utility Maximization Problem: A BSDE Approach
Mocha, Markus, Westray, NicholasVolume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120862016
Date:
January, 2013
File:
PDF, 453 KB
english, 2013