POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616)
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scientific article; zbMATH DE number 6163072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS |
scientific article; zbMATH DE number 6163072 |
Statements
POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (English)
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14 May 2013
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power utility
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Lévy process
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constraints
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dynamic programming
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