Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers

✍ Scribed by Temme, Johannes P.

• Book ID: 113020743
• Publisher: Springer
• Year: 2012
• Tongue: English
• Weight: 288 KB
• Volume: 76
• Category: Article
• ISSN: 0340-9422
• DOI: 10.1007/s00186-012-0388-3