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zbMath1143.91329MaRDI QIDQ3509352

Sara Biagini

Publication date: 1 July 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Orlicz spaces incomplete markets utility maximization duality methods unbounded semimartingale \(\delta\)-martingale measure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (4)

Some Functional Analytic Tools for Utility Maximization ⋮ A unified framework for utility maximization problems: An Orlicz space approach ⋮ A note on admissibility when the credit line is infinite ⋮ Duality and optimality conditions in stochastic optimization and mathematical finance

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