On the closure in the emery topology of semimartingale wealth-process sets (Q363846): Difference between revisions

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Property / Mathematics Subject Classification ID: 60H30 / rank
 
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Property / Mathematics Subject Classification ID: 60G44 / rank
 
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Property / zbMATH DE Number: 6205795 / rank
 
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wealth-process sets
Property / zbMATH Keywords: wealth-process sets / rank
 
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semimartingales
Property / zbMATH Keywords: semimartingales / rank
 
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emery topology
Property / zbMATH Keywords: emery topology / rank
 
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utility maximization
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Property / arXiv ID: 1108.0945 / rank
 
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Latest revision as of 10:30, 30 July 2024

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On the closure in the emery topology of semimartingale wealth-process sets
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    On the closure in the emery topology of semimartingale wealth-process sets (English)
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    5 September 2013
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    wealth-process sets
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    semimartingales
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    emery topology
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    utility maximization
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