OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING |
scientific article |
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OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (English)
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6 March 2009
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utility maximization
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incomplete markets
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random endowment
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marginal utility-based price processes
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utility indifference prices
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