Kardaras, Constantinos; Platen, Eckhard - Finance Discipline Group, Business School - 2008
, the utility maximization problem is considered and it is shown that using only buy-and-hold strategies, optimal utilities …, the utility maximization problem is
considered and it is shown that using only buy-and-hold strategies, optimal utilities … turn to a very satisfactory solution to the utility maximization problem from
terminal wealth in a general modeling …