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MR2052898
(2005a:91042)
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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