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UTILITY MAXIMIZATION IN A LARGE MARKET - MaRDI portal

UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033)

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scientific article; zbMATH DE number 6859719
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UTILITY MAXIMIZATION IN A LARGE MARKET
scientific article; zbMATH DE number 6859719

    Statements

    title
    UTILITY MAXIMIZATION IN A LARGE MARKET (English)
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    author
    Oleksii Mostovyi
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    publication date
    13 April 2018
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    zbMATH Keywords
    utility maximization
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    large markets
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    incomplete markets
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    convex duality
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    optimal investment
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    stochastic clock
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    cites work
    Q4384413
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    Q4235027
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    Q4845604
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    60G44
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    zbMATH DE Number
    6859719
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    OpenAlex ID
    W2416771065
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    arXiv ID
    1403.6175
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    DOI
    10.1111/MAFI.12123
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