Sfoglia per Rivista
The supermartingale property of the optimal wealth process for general semimartingales
2007 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes
2005 Biagini, Sara; Marco, Frittelli
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
2015 Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
The supermartingale property of the optimal wealth process for general semimartingales | 2007 | Biagini, Sara; Marco, Frittelli | |
Utility maximization in incomplete markets for unbounded processes | 2005 | Biagini, Sara; Marco, Frittelli | |
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation | 2015 | Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto |
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