Utility maximization with a stochastic clock and an unbounded random endowment

Annals of Applied Probability

Volumn 15, Issue 1 B, 2005, Pages 748-777

  Žitković, Gordan ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Convex duality; Finitely additive measures; Stochastic clock; Utility maximization

Indexed keywords

EID: 14544284573     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/105051604000000738     Document Type: Article

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