Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment (Q2910904)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment |
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Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment (English)
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12 September 2012
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utility maximization
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continuous-time market
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duality theory
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random endowment
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stochastic optimal control
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solvency cones
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