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Logarithmic utility maximization in an exponential Lévy model - MaRDI portal

Logarithmic utility maximization in an exponential Lévy model (Q2356496)

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Logarithmic utility maximization in an exponential Lévy model
scientific article

    Statements

    title
    Logarithmic utility maximization in an exponential Lévy model (English)
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    author
    M. Yu. Ivanov
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    publication date
    30 July 2015
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G48
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    60G51
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    60H30
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    zbMATH DE Number
    6467806
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