A note on admissibility when the credit line is infinite (Q4648580)
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scientific article; zbMATH DE number 6104700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on admissibility when the credit line is infinite |
scientific article; zbMATH DE number 6104700 |
Statements
A note on admissibility when the credit line is infinite (English)
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9 November 2012
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utility maximization
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non-locally bounded semimartingale
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investment opportunity
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supermartingale property
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duality theory
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