Differentiability Properties of Utility Functions

DOI10.1007/978-3-642-02608-9_3zbMath1187.91095OpenAlexW157350520MaRDI QIDQ3400709

Freddy Delbaen

Publication date: 5 February 2010

Published in: Optimality and Risk - Modern Trends in Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02608-9_3

zbMATH Keywords

differentiabilityautomatic continuityrisk measuresmonetary utility functions

Mathematics Subject Classification ID

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