OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

DOI10.1111/j.1467-9965.2007.00332.xzbMath1133.91360OpenAlexW2167264394MaRDI QIDQ5459958

Nizar Touzi, Walter Schachermayer, Elyès Jouini

Publication date: 30 April 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00332.x

Mathematics Subject Classification ID

Utility theory (91B16)

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