On utility maximization in discrete-time financial market models (Q558678): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B16 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 2187033 / rank | |||
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| Property / zbMATH Keywords | |||
utility maximization | |||
| Property / zbMATH Keywords: utility maximization / rank | |||
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asymptotic elasticity of utility functions | |||
| Property / zbMATH Keywords: asymptotic elasticity of utility functions / rank | |||
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martingale measures | |||
| Property / zbMATH Keywords: martingale measures / rank | |||
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Revision as of 14:21, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On utility maximization in discrete-time financial market models |
scientific article |
Statements
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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