Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899): Difference between revisions
From MaRDI portal
Latest revision as of 01:34, 16 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sensitivity analysis for expected utility maximization in incomplete Brownian market models |
scientific article |
Statements
Sensitivity analysis for expected utility maximization in incomplete Brownian market models (English)
0 references
5 July 2018
0 references
sensitivity analysis
0 references
first-order sensitivity
0 references
utility maximization
0 references
weak formulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references