Utility maximization in incomplete markets in the presence of claims or random endowments
Year of publication: |
2015
|
---|---|
Authors: | Mereu, Carla |
Subject: | Investitionsentscheidung | Investment decision | Rationalität | Rationality | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Derivat | Derivative | Nutzenmaximierung | Utility maximization |
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