"Forward Backward Semimartingale Systems for Utility Maximization."

Marina Santacroce, Barbara Trivellato (2014)

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DOI: 10.1137/130941778

access: closed

type: Journal Article

metadata version: 2020-07-09

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Marina Santacroce, Barbara Trivellato:
Forward Backward Semimartingale Systems for Utility Maximization. SIAM J. Control. Optim. 52(6): 3517-3537 (2014)

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