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Stability of the Indirect Utility Process - MaRDI portal

Stability of the Indirect Utility Process (Q4999900)

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scientific article; zbMATH DE number 7367708
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Stability of the Indirect Utility Process
scientific article; zbMATH DE number 7367708

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    Stability of the Indirect Utility Process (English)
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    5 July 2021
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    stability
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    indirect utility
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    arbitrage of the first kind
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    no unbounded profit with bounded risk
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    local martingale deflator
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    duality theory
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    incomplete market
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