Optimization of Utility for “Larger Investor” with Anticipation (Q4799711)
From MaRDI portal
scientific article; zbMATH DE number 1887600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of Utility for “Larger Investor” with Anticipation |
scientific article; zbMATH DE number 1887600 |
Statements
Optimization of Utility for “Larger Investor” with Anticipation (English)
0 references
25 March 2003
0 references
financial market
0 references
state-price
0 references
dual problem
0 references
logarithmic utilities
0 references
0 references
0 references
0 references
