Absolutely continuous optimal martingale measures (Q3365772)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Absolutely continuous optimal martingale measures |
scientific article |
Statements
Absolutely continuous optimal martingale measures (English)
0 references
23 January 2006
0 references
maximizing the expected utility of terminal wealth
0 references
incomplete financial markets
0 references