Log-optimality with small liability stream

Fuente: arXiv

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Bibliographic Details
Main Authors:	Anthropelos, Michail, Kardaras, Constantinos, Stefanakis, Constantinos
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance 91B70 (Primary), 60H30, 41A10 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.14139