Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers
| Year of publication: |
2012
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|---|---|
| Authors: | Temme, Johannes P. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 76.2012, 1, p. 21-42
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