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MR1891731 91B28 (60G44)
Kabanov, Yuri M.; Stricker, Christophe On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper "Exponential hedging and entropic penalties'' [Math. Finance 12 (2002), no. 2, 99–123; MR1891730] by F. Delbaen, P. Grandits, T. Rheinländer, D. Samperi, M. Schweizer and C. Stricker. Math. Finance 12 (2002), no. 2, 125–134.
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