CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970)

From MaRDI portal
scientific article
Language Label Description Also known as
English
CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES
scientific article

    Statements

    CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (English)
    0 references
    28 August 2009
    0 references
    continuous semi-martingales
    0 references
    market price of risk process
    0 references
    expected utility theory
    0 references
    stability of optimizers
    0 references

    Identifiers