Video library: Alexander Gushchin, On a connection between superhedging prices and the dual problem in utility maximization

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International conference "Advanced Finance and Stochastics"
June 28, 2013 12:30–12:50, Moscow, Steklov Mathematical Institute of RAS

On a connection between superhedging prices and the dual problem in utility maximization

Alexander Gushchin

Steklov Mathematical Institute, Russia

*Supplementary materials:*
	Adobe PDF	1.0 Mb

Supplementary materials:

7113.pdf (1.0 Mb)

Language: English