A Note on Utility Maximization with Unbounded Random Endowment
| Year of publication: |
2011
|
|---|---|
| Authors: | Owari, Keita |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 1, p. 89-103
|
| Publisher: |
Springer |
| Subject: | Utility maximization | Convex duality method | Martingale measures |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008926409