On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model |
scientific article |
Statements
On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (English)
0 references
5 January 2016
0 references
power utility
0 references
logarithmic utility
0 references
exponential Lévy model
0 references
