Stability of utility-maximization in incomplete markets (Q2464860): Difference between revisions
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Revision as of 00:22, 20 March 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)
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17 December 2007
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appropriate topologies
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continuous semimartingales
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convex duality
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market price of risk process
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mathematical finance
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utility-maximization
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\(V\)-relative compactness
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well-posedness
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