On the semimartingale property via bounded logarithmic utility (Q665818): Difference between revisions
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Revision as of 16:54, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the semimartingale property via bounded logarithmic utility |
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On the semimartingale property via bounded logarithmic utility (English)
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6 March 2012
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arbitrage
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enlargement of filtrations
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financial markets
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logarithmic utility
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semimartingales
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stochastic processes
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utility maximization
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