Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire |
scientific article |
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Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (English)
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26 May 2020
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sensitivity analysis
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utility maximization
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semimartingale characteristics
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Sherman-Morrison formula
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envelope theorem
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numéraire
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