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"The Stability of the Constrained Utility Maximization Problem: A BSDE ..."

Markus Mocha, Nicholas Westray (2013)

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DOI: 10.1137/120862016

access: closed

type: Journal Article

metadata version: 2017-05-17

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Markus Mocha, Nicholas Westray:
The Stability of the Constrained Utility Maximization Problem: A BSDE Approach. SIAM J. Financial Math. 4(1): 117-150 (2013)

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