Work

On Integrability of Local Utility Maximizing Strategies

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7603419

Authors: Aleš Černý, Johannes Ruf

Institutions: University of London, London School of Economics and Political Science

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7221554290

Cites: 1

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Related to: 10