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Title: Sensitivity analysis of the utility maximisation problem with respect to model perturbations
Award ID(s):
1600307 1848339
PAR ID:
10112175
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Finance and Stochastics
Volume:
23
Issue:
3
ISSN:
0949-2984
Page Range / eLocation ID:
595 to 640
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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