Some stability results of optimal investment in a simple Lévy market
type: Item
instance of: scholarly article
title: Some stability results of optimal investment in a simple Lévy market
zbMATH Open document ID: 1141.91463
author: Liqun Niu
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5315295
zbMATH Keywords: Lévy process
zbMATH Keywords: optimal investment
zbMATH Keywords: martingale method
zbMATH Keywords: HARA
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.05.005
OpenAlex ID: W2090165232
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DOI: 10.1016/J.INSMATHECO.2007.05.005
description: scientific article; zbMATH DE number 5315295