POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616): Difference between revisions

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Latest revision as of 10:15, 6 July 2024

scientific article; zbMATH DE number 6163072
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English
POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS
scientific article; zbMATH DE number 6163072

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    POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (English)
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    14 May 2013
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    power utility
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    Lévy process
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    constraints
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    dynamic programming
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