M. Yu. Ivanov, “On the connection between the power and logarithmic utility maximization problems in an exponential Lévy model”, Teor. Veroyatnost. i Primenen., 2014, Volume 59, Issue 4,Pages <nobr>781

JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2014 Volume 59, Issue 4, Pages 781–790 (Mi tvp4596)

Short Communications

On the connection between the power and logarithmic utility maximization problems in an exponential Lévy model

M. Yu. Ivanov

Lomonosov Moscow State University

Received: 22.08.2013
Revised: 09.10.2014

DOI: 10.4213/tvp4596

Fulltext: PDF file (206 kB)
References

English version: Theory of Probability and its Applications, 2015, 59:4, 684–693

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