Utility maximization under endogenous pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nguyen, Thai, Stadje, Mitja
Format:	Preprint
Published:	2020
Subjects:	Mathematical Finance Optimization and Control Probability Primary 60H15, 93E20, secondary 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2005.04312