DOI10.1524/stnd.22.2.153.49129zbMath1124.91336MaRDI QIDQ4668521
Walter Schachermayer, Paolo Guasoni
Publication date: 19 April 2005 Published in: Statistics & Decisions (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1524/stnd.22.2.153.49129
zbMATH Keywords
counterexamples; asymptotic elasticity
Mathematics Subject Classification ID
91B70: Stochastic models in economics
91B16: Utility theory
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