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"Utility Maximization Under Trading Constraints with Discontinuous Utility."

Baojun Bian, Xinfu Chen, Zuo Quan Xu (2019)

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DOI: 10.1137/18M1174659

access: closed

type: Journal Article

metadata version: 2020-10-26

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Baojun Bian, Xinfu Chen, Zuo Quan Xu:
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10(1): 243-260 (2019)

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