"Representation of the penalty term of dynamic concave utilities."

Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin (2010)

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DOI: 10.1007/S00780-009-0119-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin:
Representation of the penalty term of dynamic concave utilities. Finance Stochastics 14(3): 449-472 (2010)

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