Optimal investment and price dependence in a semi-static market
Year of publication: |
2015
|
---|---|
Authors: | Siorpaes, Pietro |
Published in: |
Finance and Stochastics. - Springer. - Vol. 19.2015, 1, p. 161-187
|
Publisher: |
Springer |
Subject: | Optimal investment | Convex duality | Incomplete markets | Price dependence | Well-posed problem |
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