Continuous-time security pricing. A utility gradient approach (Q1322708): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:15, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time security pricing. A utility gradient approach |
scientific article |
Statements
Continuous-time security pricing. A utility gradient approach (English)
0 references
5 May 1994
0 references
asset pricing
0 references
continuous-time security market
0 references
semimartingale prices
0 references
stochastic differential utility
0 references
habit-forming utilities
0 references
