Admissible Strategies in Semimartingale Portfolio Selection (Q2999819)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Admissible Strategies in Semimartingale Portfolio Selection |
scientific article |
Statements
Admissible Strategies in Semimartingale Portfolio Selection (English)
0 references
17 May 2011
0 references
utility maximization
0 references
nonlocally bounded semimartingale
0 references
incomplete market
0 references
\(\sigma\)-localization and \(\mathcal{I}\)-localization
0 references
\(\sigma\)-martingale measure
0 references
Orlicz space
0 references
convex duality
0 references
