Simple strategies in exponential utility maximization
Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 415-418
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@article{SPS_2002__36__415_0, author = {Stricker, Christophe}, title = {Simple strategies in exponential utility maximization}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {415--418}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {36}, year = {2002}, mrnumber = {1971602}, zbl = {1036.60038}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_2002__36__415_0/} }
TY - JOUR AU - Stricker, Christophe TI - Simple strategies in exponential utility maximization JO - Séminaire de probabilités de Strasbourg PY - 2002 SP - 415 EP - 418 VL - 36 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_2002__36__415_0/ LA - en ID - SPS_2002__36__415_0 ER -
Stricker, Christophe. Simple strategies in exponential utility maximization. Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 415-418. http://geodesic.mathdoc.fr/item/SPS_2002__36__415_0/