Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575)
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scientific article
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| default for all languages | No label defined |
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| English | Duality for optimal consumption under no unbounded profit with bounded risk |
scientific article |
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Duality for optimal consumption under no unbounded profit with bounded risk (English)
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31 October 2022
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duality
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utility from consumption
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supermartingale deflator
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0.874618649482727
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0.8558427691459656
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0.8105600476264954
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0.8080407381057739
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0.8013085126876831
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