Differentiability Properties of Utility Functions

DOI10.1007/978-3-642-02608-9_3zbMath1187.91095MaRDI QIDQ3400709

Freddy Delbaen

Publication date: 5 February 2010

Published in: Optimality and Risk - Modern Trends in Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02608-9_3

zbMATH Keywords

differentiability; automatic continuity; risk measures; monetary utility functions

Mathematics Subject Classification ID

91B16: Utility theory

91G80: Financial applications of other theories

52A07: Convex sets in topological vector spaces (aspects of convex geometry)

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