Convergence of utility functions and convergence of optimal strategies
نویسندگان
چکیده
In this paper we study the stability (in the L 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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ورودعنوان ژورنال:
- Finance and Stochastics
دوره 8 شماره
صفحات -
تاریخ انتشار 2004