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CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES - MaRDI portal

CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970)

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scientific article
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CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES
scientific article

    Statements

    title
    CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (English)
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    publication date
    28 August 2009
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    zbMATH Keywords
    continuous semi-martingales
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    market price of risk process
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    expected utility theory
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    stability of optimizers
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    cites work

    Identifiers

    zbMATH DE Number
    5599334
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    OpenAlex ID
    W2100030556
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