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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Original Articles

A BSDE arising in an exponential utility maximization problem in a pure jump market model

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Pages 240-258 | Received 17 Aug 2015, Accepted 13 Mar 2016, Published online: 01 Apr 2016

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