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Matthias A. Muller

1 paper hereh-index 4513 citations9 works total

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  • math.PR1

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collaborators

1 paper

math.PR2005

Utility maximization in incomplete markets

Ying Hu, Peter Imkeller, Matthias Muller

We consider the problem of utility maximization for small traders on incomplete financial markets. As opposed to most of the papers dealing with this subject, the investors' tradin…

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