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Continuity of utility maximization under weak convergence
Bayraktar, Erhan
;
Dolinsky, Yan
;
Guo, Jia
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 725-757
Persistent link: https://www.econbiz.de/10012321870
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Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
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