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MR2152241 (2006b:91071) 91B28 (60H10 60H30 91B16 91B70 93E20) Hu, Ying; Imkeller, Peter; Müller, Matthias Utility maximization in incomplete markets. Ann. Appl. Probab. 15 (2005), no. 3, 1691--1712.

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