✦ LIBER ✦

POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS

✍ Scribed by Marcel Nutz

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Power utility maximization in exponentia

✍ Temme, Johannes P. 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 288 KB

Power Utility Maximization in an Exponen

✍ Qing Zhou 📂 Article 📅 2005 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 161 KB

Utility maximization in models of discre

✍ Martin Peitz 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 190 KB

Onq-optimal martingale measures in expon

✍ Christian Bender; Christina R. Niethammer 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 566 KB

On the Martingale Measures in Exponentia

✍ Selivanov, A. V. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 221 KB

Integro-differential equations for optio

✍ Rama Cont; Ekaterina Voltchkova 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 288 KB