Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1805.11427 / rank | |||
Normal rank | |||
Revision as of 01:45, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire |
scientific article |
Statements
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (English)
0 references
26 May 2020
0 references
sensitivity analysis
0 references
utility maximization
0 references
semimartingale characteristics
0 references
Sherman-Morrison formula
0 references
envelope theorem
0 references
numéraire
0 references
