Envelope theorems in Banach lattices and asset pricing
Year of publication: |
2015
|
---|---|
Authors: | Battauz, Anna ; De Donno, Marzia ; Ortu, Fulvio |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 4, p. 303-323
|
Subject: | Envelope theorem | Banach lattice | State-dependent utility | Value function | Gateaux differential | Fréchet differential | Theorie | Theory | Nutzenfunktion | Utility function | Nutzen | Utility | Variationsrechnung | Variational method |
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