"Exact Solutions and Approximations for Optimal Investment Strategies and ..."

Michel Vellekoop, Marcellino Gaudenzi (2022)

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DOI: 10.1137/21M1393303

access: closed

type: Journal Article

metadata version: 2023-08-28

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Michel Vellekoop, Marcellino Gaudenzi:
Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices. SIAM J. Financial Math. 13(2): 491-520 (2022)

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