Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010. - Stochastic game - Document - PDFSEARCH.IO

First Page	Meta Content
	Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010. Add to Reading List Document Date: 2011-07-12 11:25:13 Open Document File Size: 398,62 KB Share Result on Facebook City Zurich / / Country Switzerland / / / Holiday Assumption / / IndustryTerm meaningful solution / bank account paying zero interest / explicit solution / / Movie From now on / / Organization Department of Mathematics / / Person There / Josef Teichmann / Martin Schweizer / / Position author / model / / SocialTag Mathematical optimization Martingale theory Game theory Martingale Lévy process Semimartingale Bellman equation Expected utility hypothesis Preference Statistics

Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010.Add to Reading List