"No-arbitrage and optimal investment with possibly non-concave utilities: a ..."

Romain Blanchard, Laurence Carassus, Miklós Rásonyi (2018)

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DOI: 10.1007/S00186-018-0635-3

access: closed

type: Journal Article

metadata version: 2021-10-14

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Romain Blanchard, Laurence Carassus, Miklós Rásonyi:
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. Math. Methods Oper. Res. 88(2): 241-281 (2018)

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