Utility maximisation in incomplete markets
Walter Schachemayer
| Year of publication: |
2004
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|---|---|
| Authors: | Schachemayer, Walter |
| Published in: |
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003. - Berlin : Springer, ISBN 3-540-22953-1. - 2004, p. 255-293
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| Subject: | Finanzmathematik | Mathematical finance | Nutzentheorie | Utility theory | Unvollkommener Markt | Incomplete market | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002526480