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- 1Deflators
- 1Duality Method
- 1Informational Markets
- 1Numéraire Portfolio
- 1Optimal Portfolios
- 1Progressive Enlargement
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Spring 2019
This thesis addresses two important topics of deflators and log-utility-related optimal portfolios for markets stopped at a random time T. This random time can model the death time of an agent in life insurance or the default time of a firm in credit risk. For the topic of deflators, the thesis...
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