Differentiability of objective function in robast utility maximization
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 374-384

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{TVP_2011_56_2_a9,
     author = {I. S. Morozov},
     title = {Differentiability of objective function in robast utility maximization},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {374--384},
     publisher = {mathdoc},
     volume = {56},
     number = {2},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a9/}
}
TY  - JOUR
AU  - I. S. Morozov
TI  - Differentiability of objective function in robast utility maximization
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 374
EP  - 384
VL  - 56
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a9/
LA  - ru
ID  - TVP_2011_56_2_a9
ER  - 
%0 Journal Article
%A I. S. Morozov
%T Differentiability of objective function in robast utility maximization
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 374-384
%V 56
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a9/
%G ru
%F TVP_2011_56_2_a9
I. S. Morozov. Differentiability of objective function in robast utility maximization. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 374-384. http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a9/