Martingale measure method for expected utility maximization in discrete-time incomplete markets
Ping Li, Jianming Xia and Jia-an Yan
| Year of publication: |
2001
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|---|---|
| Authors: | Li, Ping ; Xia, Jianming ; Yan, Jia-an |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 2.2001, 2, p. 445-465
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| Subject: | Eigeninteresse | Self-interest | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Annals of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001732290