From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization : the case of geometric lévy processes
Tsukasa Fujiwara
| Year of publication: |
2006
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|---|---|
| Authors: | Fujiwara, Tsukasa |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 4, p. 367-391
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| Subject: | Nutzentheorie | Utility theory | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370687