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"An expansion in the model space in the context of utility maximization."

Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic (2018)

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DOI: 10.1007/S00780-017-0353-3

access: closed

type: Journal Article

metadata version: 2021-09-23

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  - journals/fs/LarsenMZ18
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  - https://dblp.org/rec/journals/fs/LarsenMZ18
Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic:
An expansion in the model space in the context of utility maximization. Finance Stochastics 22(2): 297-326 (2018)

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