Remarks on optimal strategies to utility maximizations in continuous time incomplete markets
type: Item
instance of: scholarly article
title: Remarks on optimal strategies to utility maximizations in continuous time incomplete markets
zbMATH Open document ID: 1419.91599
author: Naohiro Yoshida
published in: JSIAM Letters
publication date: 2019-03-18T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 7037426
zbMATH Keywords: utility maximization
zbMATH Keywords: incomplete markets
zbMATH Keywords: martingale methodologies
MaRDI profile type: MaRDI publication profile
full work available at URL: jsiaml.9.53
OpenAlex ID: W2736256702
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cites work: On martingale measures when asset returns have unpredictable jumps
cites work: Q5566063
DOI: 10.14495/JSIAML.9.53
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description: scientific article; zbMATH DE number 7037426