A dual characterization of self-generation and exponential forward performances (Q1049561)
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scientific article; zbMATH DE number 5656817
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| English | A dual characterization of self-generation and exponential forward performances |
scientific article; zbMATH DE number 5656817 |
Statements
A dual characterization of self-generation and exponential forward performances (English)
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13 January 2010
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exponential utility
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forward performances
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incomplete markets
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utility maximization
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convex duality
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random fields
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mathematical finance
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0.7318989038467407
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0.6966495513916016
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0.6915370225906372
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0.6788716316223145
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