On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260)
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scientific article; zbMATH DE number 6526374
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| English | On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model |
scientific article; zbMATH DE number 6526374 |
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On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (English)
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5 January 2016
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power utility
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logarithmic utility
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exponential Lévy model
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0.94287163
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0.9265272
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0.9259026
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0.9128596
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0.8831595
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0.8743559
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0.8670765
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0.86138356
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0.85790986
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