Representation of the penalty term of dynamic concave utilities

DOI10.1007/s00780-009-0119-7zbMath1226.91025arXiv0802.1121OpenAlexW3103651809MaRDI QIDQ650761

Shige Peng, Emanuela Rosazza Gianin, Freddy Delbaen

Publication date: 27 November 2011

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.1121

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

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