Dual Formulation of the Utility Maximization Problem : the case of Nonsmooth Utility
Year of publication: |
2004
|
---|---|
Authors: | Zhegal, Amina ; Touzi, Nizar ; Bouchard, Bruno |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | convex duality | incomplete markets | Utility maximization |
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