Stability of the exponential utility maximization problem with respect to preferences (Q2968273)
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scientific article; zbMATH DE number 6693942
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| English | Stability of the exponential utility maximization problem with respect to preferences |
scientific article; zbMATH DE number 6693942 |
Statements
STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (English)
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13 March 2017
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utility maximization
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exponential utility
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stability
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semimartingales
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utility-based prices
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0.8802908658981323
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0.8323871493339539
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0.8158805966377258
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0.8143976926803589
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0.8141604065895081
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