Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899)
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scientific article; zbMATH DE number 6898616
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| English | Sensitivity analysis for expected utility maximization in incomplete Brownian market models |
scientific article; zbMATH DE number 6898616 |
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Sensitivity analysis for expected utility maximization in incomplete Brownian market models (English)
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5 July 2018
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sensitivity analysis
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first-order sensitivity
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utility maximization
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weak formulation
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0.8423677086830139
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0.8241055607795715
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0.7689729332923889
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0.7531464695930481
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