Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
| Year of publication: |
2011
|
|---|---|
| Authors: | Westray, Nicholas ; Zheng, Harry |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 3, p. 501-512
|
| Publisher: |
Springer |
| Subject: | Nonsmooth utility maximization | Convex duality | Subdifferential wealth random variables |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324931