scientific article; zbMATH DE number 2046394

MaRDI QIDQ4451260zbMATHFDO

Authors Ch. Stricker

Publication date 23 February 2004

Full work available at URL http://www.numdam.org/item?id=SPS_2002__36__415_0

zbMATH Keywords

stochastic integralsexponential utilitysemimartingale topology

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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Cited in

(5)

• A note on admissibility when the credit line is infinite
• On the semimartingale property of discounted asset-price processes
• Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
• On convergence to the exponential utility problem
• On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

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