Utility maximisation and utility indifference price for exponential semi-martingale models with random factor
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-09 (All new papers)
- NEP-CWA-2013-03-09 (Central & Western Asia)
- NEP-UPT-2013-03-09 (Utility Models & Prospect Theory)
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