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On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models

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Authors and Affiliations

  1. Computer and Automation Institute Hungarian Academy of Sciences, Kende utca 13-17, 1111, Budapest, Hungary

    Miklós Résonyi

  2. Institute of Mathematics, Polish Academy of Sciences, Sniadeckich 8, 00-950, Warsaw, Poland

    Lukasz Stettner

Authors
  1. Miklós Résonyi
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  2. Lukasz Stettner
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© 2006 Springer-Verlag Berlin Heidelberg

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Résonyi, M., Stettner, L. (2006). On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_29

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