"The Bellman equation for power utility maximization with semimartingales."

Marcel Nutz (2009)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  - journals/corr/Nutz09
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Marcel Nutz:
The Bellman equation for power utility maximization with semimartingales. CoRR abs/0912.1883 (2009)

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