"Maximization of Nonconcave Utility Functions in Discrete-Time Financial ..."

Laurence Carassus, Miklós Rásonyi (2016)

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DOI: 10.1287/MOOR.2015.0720

access: closed

type: Journal Article

metadata version: 2021-10-14

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Laurence Carassus, Miklós Rásonyi:
Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. Math. Oper. Res. 41(1): 146-173 (2016)

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