Article Dans Une Revue Mathematics and Financial Economics Année : 2018

Sensitivity analysis for expected utility maximization in incomplete Brownian market models

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hal-05200124 , version 1 (05-08-2025)

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Julio Backhoff Veraguas, Francisco Silva. Sensitivity analysis for expected utility maximization in incomplete Brownian market models. Mathematics and Financial Economics, 2018, 12 (3), pp.387-411. ⟨10.1007/s11579-017-0209-9⟩. ⟨hal-05200124⟩

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