Show simple item record

dc.contributor.author
Nutz, Marcel
dc.date.accessioned
2017-06-11T06:16:04Z
dc.date.available
2017-06-11T06:16:04Z
dc.date.issued
2012-02
dc.identifier.other
10.1214/11-AAP776
dc.identifier.uri
http://hdl.handle.net/20.500.11850/81794
dc.language.iso
en
dc.publisher
Institute of Mathematical Statistics
dc.subject
Power utility
dc.subject
Bellman equation
dc.subject
Opportunity process
dc.subject
Semimartingale characteristics
dc.subject
BSDE
dc.title
The Bellman Equation for Power Utility Maximization with Semimartingales
dc.type
Journal Article
ethz.journal.title
Annals of Applied Probability
ethz.journal.volume
22
ethz.journal.issue
1
ethz.pages.start
363
ethz.pages.end
406
ethz.notes
.
ethz.identifier.nebis
000585235
ethz.publication.place
Cleveland
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-11T06:20:30Z
ethz.source
ECIT
ethz.identifier.importid
imp593651babbcfd60186
ethz.ecitpid
pub:128975
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T17:55:40Z
ethz.rosetta.lastUpdated
2018-11-02T13:49:48Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=The%20Bellman%20Equation%20for%20Power%20Utility%20Maximization%20with%20Semimartingales&rft.jtitle=Annals%20of%20Applied%20Probability&rft.date=2012-02&rft.volume=22&rft.issue=1&rft.spage=363&rft.epage=406&rft.au=Nutz,%20Marcel&rft.genre=article&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record