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Metodi stocastici per lo studio della massimizzazione dell'utilita' attesa e dei relativi portafogli ottimi e per lo studio dei 'prezzi di indifferenza' di claims in mercati finanziari incompleti

Duration:
24 months (2004 - 2006)
Principal investigator(s):
Project type:
Nationally funded research - PRIN

Abstract

Stochatic methods applied to the study of expected utility optimization and related portfolio optimization and to the study of indifferent prices of financial derivatives in incomplete financial markets

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