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Differentiability Properties of Utility Functions - MaRDI portal

Differentiability Properties of Utility Functions (Q3400709)

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Differentiability Properties of Utility Functions
scientific article

    Statements

    title
    Differentiability Properties of Utility Functions (English)
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    author
    Freddy Delbaen
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    publication date
    5 February 2010
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    zbMATH Keywords
    risk measures
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    monetary utility functions
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    differentiability
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    automatic continuity
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    52A07
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    91B16
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    91G80
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    zbMATH DE Number
    5666914
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    OpenAlex ID
    W157350520
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