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Envelope theorems in Banach lattices and asset pricing - MaRDI portal

Envelope theorems in Banach lattices and asset pricing (Q496582)

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scientific article; zbMATH DE number 6484152
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English
Envelope theorems in Banach lattices and asset pricing
scientific article; zbMATH DE number 6484152

    Statements

    Envelope theorems in Banach lattices and asset pricing (English)
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    22 September 2015
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    envelope theorem
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    Banach lattice
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    state-dependent utility
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    value function
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    Gateaux differential
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    Fréchet differential
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