Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
type: Item
instance of: scholarly article
title: Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
zbMATH Open document ID: 1091.91036
author: Walter Schachermayer
author: Dmitry Kramkov
published in: The Annals of Applied Probability
publication date: 2004-03-30T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoap/1069786508
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 2063748
zbMATH Keywords: utility maximization
zbMATH Keywords: incomplete markets
zbMATH Keywords: Legendre transformation
zbMATH Keywords: duality theory
MaRDI profile type: Publication
OpenAlex ID: W2131009816
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DOI: 10.1214/AOAP/1069786508
description: scientific article; zbMATH DE number 2063748