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MathSciNet bibliographic data
MR2052898 91B26 (49J52 49N15 60H30 91B28 91B62 93E20)
Bouchard, B.; Touzi, N.; Zeghal, A. Dual formulation of the utility maximization problem: the case of nonsmooth utility. Ann. Appl. Probab. 14 (2004), no. 2, 678–717.
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