An Orlicz spaces duality for utility maximization in incomplete markets (Q3509352)
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scientific article; zbMATH DE number 5295986
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|---|---|---|---|
| default for all languages | No label defined |
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| English | An Orlicz spaces duality for utility maximization in incomplete markets |
scientific article; zbMATH DE number 5295986 |
Statements
1 July 2008
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utility maximization
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unbounded semimartingale
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Orlicz spaces
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duality methods
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incomplete markets
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\(\delta\)-martingale measure
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0.8831831812858582
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0.8488467335700989
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0.8416982293128967
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0.8191275000572205
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0.8185664415359497
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