Utility maximisation and change of variable formulas for time-changed dynamics

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Bibliographic Details
Main Authors:	Di Nunno, Giulia, Haferkorn, Hannes, Khedher, Asma, Vanmaele, Michèle
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.02915