OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738)
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scientific article; zbMATH DE number 5523714
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| English | OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING |
scientific article; zbMATH DE number 5523714 |
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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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0.8342410922050476
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0.821992814540863
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0.8218268752098083
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0.8136282563209534
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0.8099813461303711
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