A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality (Q6270053)
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scientific article; zbMATH DE number 900272097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality |
scientific article; zbMATH DE number 900272097 |
Statements
2 February 2016
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q-fin.MF
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math.PR
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