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1 Ergebnisse
1
Short Communication: Exponential Utility Maximization in a ..:
Dolinsky, Yan
;
Zuk, Or
SIAM Journal on Financial Mathematics. 14 (2023) 3 - p. SC31-SC41 , 2023
Link:
https://doi.org/10.1137/23m1576074
RT Journal T1 <Title>Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_23m1576074&Exemplar=1&LAN=DE A1 Dolinsky, Yan A1 Zuk, Or PB Society for Industrial & Applied Mathematics (SIAM) YR 2023 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 14 IS 3 SP SC31 OP SC41 LK http://dx.doi.org/https://doi.org/10.1137/23m1576074 DO https://doi.org/10.1137/23m1576074 SF ELIB - SuUB Bremen
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