Utility maximization in incomplete markets with random endowment
Jakša Cvitanić; Walter Schachermayer; Hui Wang
| Year of publication: |
2001
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|---|---|
| Authors: | Cvitanić, Jakša ; Schachermayer, Walter ; Wang, Hui |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 2, p. 259-272
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| Subject: | Finanzmathematik | Mathematical finance | Nutzentheorie | Utility theory | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enth. in: Vol. 21.2017,3, S. 867-872 In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001571508