Simple strategies in exponential utility maximization
Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 415-418
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MR Zbl EuDMLStricker, 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/
@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},
year = {2002},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {36},
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 -