Hochschulschrift
Robust utility maximization, f-projections, and risk constraints
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Berlin, Humboldt-Univ., Diss., 2006
- Schlagwort
-
Erwartungsnutzen
Mathematische Optimierung
Optionspreistheorie
Liquiditätsbeschränkung
Theorie
Erwarteter Nutzen
Optimierung
Optionspreistheorie
Budgetbeschränkung
- Urheber
- URN
-
urn:nbn:de:kobv:11-10066722
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:52 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
Ähnliche Objekte (12)
CRRA utility maximization under risk constraints
CRRA Utility Maximization under Risk Constraints
Market completion and robust utility maximization
Robust maximization of consumption with logarithmic utility
Robust Maximization of Consumption with Logarithmic Utility
Robust utility maximization with nonlinear continuous semimartingales
Robust utility maximization in a stochastic factor model
Robust Utility Maximization in a Stochastic Factor Model
Robust techniques for utility maximization and related problems
Utility Maximization and Duality
Utility maximization and duality
A control approach to robust utility maximization with logarithmic utility and time-consistent penalties
CRRA utility maximization under risk constraints
CRRA Utility Maximization under Risk Constraints
Market completion and robust utility maximization
Robust maximization of consumption with logarithmic utility
Robust Maximization of Consumption with Logarithmic Utility
Robust utility maximization with nonlinear continuous semimartingales
Robust utility maximization in a stochastic factor model
Robust Utility Maximization in a Stochastic Factor Model
Robust techniques for utility maximization and related problems
Utility Maximization and Duality
Utility maximization and duality
A control approach to robust utility maximization with logarithmic utility and time-consistent penalties
CRRA utility maximization under risk constraints
CRRA Utility Maximization under Risk Constraints
Market completion and robust utility maximization
Robust maximization of consumption with logarithmic utility
Robust Maximization of Consumption with Logarithmic Utility
Robust utility maximization with nonlinear continuous semimartingales
Robust utility maximization in a stochastic factor model
Robust Utility Maximization in a Stochastic Factor Model
Robust techniques for utility maximization and related problems
Utility Maximization and Duality
Utility maximization and duality