On utility maximization in discrete-time financial market models (Q558678): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:13, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On utility maximization in discrete-time financial market models |
scientific article |
Statements
On utility maximization in discrete-time financial market models (English)
0 references
13 July 2005
0 references
utility maximization
0 references
asymptotic elasticity of utility functions
0 references
martingale measures
0 references
