On the Existence of Minimax Martingale Measures
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DOI: 10.1111/1467-9965.00001
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- (**), Hui Wang & Jaksa Cvitanic & (*), Walter Schachermayer, 2001. "Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, vol. 5(2), pages 259-272.
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