On the semimartingale property via bounded logarithmic utility (Q665818): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the semimartingale property via bounded logarithmic utility |
scientific article |
Statements
On the semimartingale property via bounded logarithmic utility (English)
0 references
6 March 2012
0 references
arbitrage
0 references
enlargement of filtrations
0 references
financial markets
0 references
logarithmic utility
0 references
semimartingales
0 references
stochastic processes
0 references
utility maximization
0 references