Utility maximization in incomplete markets for unbounded processes
Sara Biagini; Marco Frittelli
| Year of publication: |
2005
|
|---|---|
| Authors: | Biagini, Sara ; Frittelli, Marco |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 493-517
|
| Subject: | Eigeninteresse | Self-interest | Unvollkommener Markt | Incomplete market | Arbitrage | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003123213