Stability of utility-maximization in incomplete markets (Q2464860): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0706.0474 / rank | |||
Normal rank |
Revision as of 07:39, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability of utility-maximization in incomplete markets |
scientific article |
Statements
Stability of utility-maximization in incomplete markets (English)
0 references
17 December 2007
0 references
appropriate topologies
0 references
continuous semimartingales
0 references
convex duality
0 references
market price of risk process
0 references
mathematical finance
0 references
utility-maximization
0 references
\(V\)-relative compactness
0 references
well-posedness
0 references