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"Short Communication: Exponential Utility Maximization in a Discrete Time ..."

Yan Dolinsky, Or Zuk (2023)

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DOI: 10.1137/23M1576074

access: closed

type: Journal Article

metadata version: 2023-10-14

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Yan Dolinsky, Or Zuk:
Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework. SIAM J. Financial Math. 14(3): SC31-SC41 (2023)

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