✦ LIBER ✦

Wealth-path dependent utility maximization in incomplete markets

✍ Scribed by Bruno Bouchard; Huyên Pham

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Utility maximization in incomplete marke

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

Utility maximization in incomplete marke

✍ Sara Biagini; Marco Frittelli 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 270 KB

A utility maximization approach to hedgi

✍ Jan Kallsen 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 189 KB

Robust utility maximization for complete

✍ Anne Gundel 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 288 KB

Bounds for the utility-indifference pric

✍ Hobson, D.G. 📂 Article 📅 2005 🏛 Springer ⚖ 161 KB

Generalized expected utility, heterosced

✍ David Buschena; David Zilberman 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 39 KB