Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115)
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scientific article; zbMATH DE number 2063748
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| English | Necessary and sufficient conditions in the problem of optimal investment in incomplete markets |
scientific article; zbMATH DE number 2063748 |
Statements
Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (English)
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30 March 2004
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utility maximization
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incomplete markets
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Legendre transformation
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duality theory
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0.8953020572662354
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0.8741798400878906
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0.8575555086135864
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0.8575551509857178
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