Some stability results of optimal investment in a simple Lévy market (Q939388)
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scientific article; zbMATH DE number 5315295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some stability results of optimal investment in a simple Lévy market |
scientific article; zbMATH DE number 5315295 |
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Some stability results of optimal investment in a simple Lévy market (English)
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22 August 2008
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Lévy process
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optimal investment
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martingale method
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HARA
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weak convergence
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