Numéraire-invariant preferences in financial modeling (Q1958497): Difference between revisions
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Revision as of 06:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numéraire-invariant preferences in financial modeling |
scientific article |
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Numéraire-invariant preferences in financial modeling (English)
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4 October 2010
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preferences
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choice rules
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numéraire-invariance
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optional measures
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investment-consumption problem
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random time-horizon utility maximization
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