Utility maximization and duality
Johannes Leitner
| Year of publication: |
2000
|
|---|---|
| Authors: | Leitner, Johannes |
| Publisher: |
Konstanz : CFE |
| Subject: | backward stochastic differential equation | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Hedging | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
freely available
| Extent: | 36 S a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 00/34 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 33 - 36 |
| Classification: | G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001544835