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On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model - MaRDI portal

On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260)

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On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model
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    On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (English)
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    5 January 2016
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    power utility
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    logarithmic utility
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    exponential Lévy model
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