✦ LIBER ✦

Utility Maximization with Discretionary Stopping

✍ Scribed by Karatzas, Ioannis; Wang, Hui

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Expected utility maximization of optimal

✍ Alfred Müller 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 269 KB

Martingale Approach to Stochastic Contro

✍ Ioannis Karatzas; Ingrid-Mona Zamfirescu 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 305 KB

A Singular Control Problem with Discreti

✍ Morimoto, Hiroaki 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 265 KB

The maximizing market size discretionary

✍ Obed Berman 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 546 KB

CONTINUITY OF UTILITY-MAXIMIZATION WITH

✍ Kasper Larsen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB

Utility maximization in incomplete marke

✍ Jakša Cvitanić; Walter Schachermayer; Hui Wang 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 110 KB