On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model

From MaRDI portal
Publication:3462260

DOI10.1137/S0040585X97T987375zbMath1331.91167OpenAlexW2191957551MaRDI QIDQ3462260

M. Yu. Ivanov

Publication date: 5 January 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987375







Cites Work




This page was built for publication: On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model