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MR1089152 93E20 (60H30 90A16 90A60)
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.; Xu, Gan-Lin Martingale and duality methods for utility maximization in an incomplete market. SIAM J. Control Optim. 29 (1991), no. 3, 702–730.
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