Convergence of Utility Functions and Convergence of Optimal Strategies PDF Download

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Convergence of Utility Functions and Convergence of Optimal Strategies

Convergence of Utility Functions and Convergence of Optimal Strategies PDF Author: Elyes Jouini
Publisher:
ISBN:
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Languages : en
Pages : 11

Book Description
In this paper we study the stability (in the L^{p} as well as for the almost sure convergence sense) of the optimal investment-consumption strategy with respect to the choice of the utility function.
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