Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884)
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scientific article; zbMATH DE number 6943589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with intermediate consumption under no unbounded profit with bounded risk |
scientific article; zbMATH DE number 6943589 |
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Optimal investment with intermediate consumption under no unbounded profit with bounded risk (English)
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26 September 2018
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utility maximization
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arbitrage of the first kind
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local martingale deflator
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duality theory
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semimartingale
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incomplete market
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