Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual formulation of the utility maximization problem: the case of nonsmooth utility. |
scientific article |
Statements
Dual formulation of the utility maximization problem: the case of nonsmooth utility. (English)
0 references
15 September 2004
0 references
Utility maximization
0 references
incomplete markets
0 references
convex duality
0 references
0 references
0 references
0 references
