On the closure in the emery topology of semimartingale wealth-process sets
type: Item
instance of: scholarly article
title: On the closure in the emery topology of semimartingale wealth-process sets
zbMATH Open document ID: 1408.91196
DOI: 10.1214/12-AAP872
author: Constantinos Kardaras
published in: The Annals of Applied Probability
publication date: 2013-09-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1108.0945
full work available at URL: https://projecteuclid.org/euclid.aoap/1371834031
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6205795
zbMATH Keywords: wealth-process sets
zbMATH Keywords: semimartingales
zbMATH Keywords: emery topology
zbMATH Keywords: utility maximization
MaRDI profile type: Publication
arXiv ID: 1108.0945
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OpenAlex ID: W3099668499
description: scientific article