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2 research outputs found
Utility maximization under trading constraints with discontinuous utility
Author
Bian B
Chen X
Xu ZQ
Publication venue
'Society for Industrial & Applied Mathematics (SIAM)'
Publication date
21/03/2019
Field of study
No full text
2018002392201907 bcwhVersion of RecordPublishe
PolyU Institutional Repository
Utility Maximization Under Trading Constraints with Discontinuous Utility
Author
He X.D.
Westray N.
Publication venue
'Society for Industrial & Applied Mathematics (SIAM)'
Publication date
Field of study
No full text
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