On the dual problem of utility maximization in incomplete markets (Q5965368)
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scientific article; zbMATH DE number 6549079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the dual problem of utility maximization in incomplete markets |
scientific article; zbMATH DE number 6549079 |
Statements
On the dual problem of utility maximization in incomplete markets (English)
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3 March 2016
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utility maximization
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random endowment
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primal-dual approach
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dual optimizer
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0.8629197478294373
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0.862004816532135
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0.8311623930931091
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0.8291580677032471
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0.8226270079612732
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