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scientific article; zbMATH DE number 7121089
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scientific article; zbMATH DE number 7121089

    Statements

    author
    Kum-Hwan Roh
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    publication date
    22 October 2019
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    zbMATH Keywords
    negative wealth constraints
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    CES utility
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    utility maximization
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    martingale methods
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    49L20
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    60G44
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    zbMATH DE Number
    7121089
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    DOI
    10.7858/EAMJ.2018.024
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