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Mathematical Finance
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OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark
;
Skiadas, Costis
- In:
Mathematical Finance
18
(
2008
)
2
,
pp. 199-238
Persistent link: https://www.econbiz.de/10005023819
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