Let ((theta, c)) be a self-financing trading-consumption strategy and let (W(theta)) be the corresponding wealth process. Show
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Let \((\theta, c)\) be a self-financing trading-consumption strategy and let \(W(\theta)\) be the corresponding wealth process. Show that condition (6.5) holds.
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Financial Markets Theory Equilibrium Efficiency And Information
ISBN: 9781447174042
2nd Edition
Authors: Emilio Barucci, Claudio Fontana
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