scientific article; zbMATH DE number 2046394

zbMATH Open1036.60038MaRDI QIDQ4451260FDOQ4451260

Authors: Ch. Stricker 

Publication date: 23 February 2004

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic integralsexponential utilitysemimartingale topology

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cited In (4)

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

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