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An Approximation Scheme for Solution to the Optimal Investment Problem in Incomplete Markets

✍ Scribed by Nadtochiy, Sergey; Zariphopoulou, Thaleia

Book ID: 120709668
Publisher: Society for Industrial and Applied Mathematics
Year: 2013
Tongue: English
Weight: 585 KB
Volume: 4
Category: Article
ISSN: 1945-497X
DOI: 10.1137/120869080

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