Convex duality and Orlicz spaces in expected utility maximization (Q5109984)
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scientific article; zbMATH DE number 7200952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality and Orlicz spaces in expected utility maximization |
scientific article; zbMATH DE number 7200952 |
Statements
Convex duality and Orlicz spaces in expected utility maximization (English)
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14 May 2020
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effective market completion
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Fenchel duality
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Orlicz space
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supermartingale deflator
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utility maximization
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