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dc.contributor.author
Kallsen, Jan
dc.contributor.author
Muhle-Karbe, Johannes
dc.date.accessioned
2017-06-09T08:00:07Z
dc.date.available
2017-06-09T08:00:07Z
dc.date.issued
2010
dc.identifier.issn
2168-8737
dc.identifier.issn
1050-5164
dc.identifier.other
10.1214/10-AAP680
dc.identifier.uri
http://hdl.handle.net/20.500.11850/26108
dc.language.iso
en
dc.publisher
Institute of Mathematical Statistics
dc.subject
Utility maximization
dc.subject
stochastic factors
dc.subject
conditionally independent increments
dc.subject
martingale method
dc.title
Utility maximization in models with conditionally independent increments
dc.type
Journal Article
ethz.journal.title
The Annals of Applied Probability
ethz.journal.volume
20
ethz.journal.issue
6
ethz.journal.abbreviated
Ann. Appl. Probab.
ethz.pages.start
2162
ethz.pages.end
2177
ethz.notes
Received November 2009, Revised January 2010.
ethz.identifier.nebis
000585235
ethz.publication.place
Cleveland, OH
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.date.deposited
2017-06-09T08:00:22Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d6363bad52387
ethz.ecitpid
pub:44551
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T19:06:12Z
ethz.rosetta.lastUpdated
2020-02-14T07:16:40Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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