Convergence of utility functions and convergence of optimal strategies

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Convergence of utility functions and convergence of optimal strategies

Clotilde Napp, Elyès Jouini

To cite this version:

Clotilde Napp, Elyès Jouini. Convergence of utility functions and convergence of optimal strategies.

Finance and Stochastics, Springer Verlag (Germany), 2004, VIII (1), pp.133-144. �halshs-00151579�

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