On utility maximization in discrete-time financial market models (Q558678): Difference between revisions
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Revision as of 15:10, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On utility maximization in discrete-time financial market models |
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On utility maximization in discrete-time financial market models (English)
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13 July 2005
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utility maximization
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asymptotic elasticity of utility functions
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martingale measures
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