Pages that link to "Item:Q1935938"
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The following pages link to Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938):
Displaying 4 items.
- Constancy of equilibrium interest rates for power utility functions and stochastic constant returns to scale technologies (Q374846) (← links)
- Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655) (← links)
- On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)