Optimal investment and price dependence in a semi-static market
Year of publication: |
January 2015
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Authors: | Siorpaes, Pietro |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 1, p. 161-187
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Subject: | Optimal investment | Convex duality | Incomplete markets | Price dependence | Well-posed problem | Unvollkommener Markt | Incomplete market | Theorie | Theory | Portfolio-Management | Portfolio selection | Investition | Investment |
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