Utility maximisation and time-change (Q6330594)

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scientific article; zbMATH DE number 900390966
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Utility maximisation and time-change
scientific article; zbMATH DE number 900390966

    Statements

    publication date
    6 December 2019
    0 references
    arXiv ID
    1912.03202
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    arXiv classification
    math.PR
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    author
    Giulia Di Nunno
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    Hannes Haferkorn
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    Asma Khedher
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    Michèle Vanmaele
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