STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES |
scientific article |
Statements
STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (English)
0 references
13 March 2017
0 references
utility maximization
0 references
exponential utility
0 references
stability
0 references
semimartingales
0 references
utility-based prices
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
