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"Utility maximization with current utility on the wealth: regularity of ..."
Salvatore Federico, Paul Gassiat, Fausto Gozzi (2015)
- Salvatore Federico, Paul Gassiat, Fausto Gozzi:
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Finance Stochastics 19(2): 415-448 (2015)
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