Admissible strategies in semimartingale portfolio selection (Q2999819)
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scientific article; zbMATH DE number 5894956
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Admissible strategies in semimartingale portfolio selection |
scientific article; zbMATH DE number 5894956 |
Statements
Admissible Strategies in Semimartingale Portfolio Selection (English)
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17 May 2011
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utility maximization
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nonlocally bounded semimartingale
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incomplete market
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\(\sigma\)-localization and \(\mathcal{I}\)-localization
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\(\sigma\)-martingale measure
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Orlicz space
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convex duality
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0.7996550798416138
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0.781419038772583
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0.7783957719802856
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0.7745105028152466
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0.7681023478507996
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