Utility maximization in incomplete markets with random endowment
Year: 2001
Type: article
Source: Finance and Stochastics
DOI: 10.1007/pl00013534
Authors: Jakša Cvitanić, Walter Schachermayer, Hui Wang
Institutions: University of Southern California, TU Wien, Columbia University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2071606512