Erratum to: Utility maximization in incomplete markets with random endowment

被引：0

作者：

Jaksa Cvitanić

Walter Schachermayer

Hui Wang

机构：

[1] California Institute of Technology,Division of The Humanities and Social Sciences

[2] University of Vienna,Faculty of Mathematics

[3] Brown University,Division of Applied Mathematics

来源：

Finance and Stochastics | 2017年 / 21卷

关键词：

Utility maximization; Incomplete markets; Random endowment; Duality; 91B16; 91G10; 91G20; G11; G12; C61;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

K. Larsen, M. Soner and G. Žitković kindly pointed out to us an error in our paper (Cvitanić et al. in Finance Stoch. 5:259–272, 2001) which appeared in 2001 in this journal. They also provide an explicit counterexample in Larsen et al. (https://arxiv.org/abs/1702.02087, 2017).

引用

页码：867 / 872

页数：5

共 50 条

[1] Utility maximization in incomplete markets with random endowment
Jakša Cvitanić
Walter Schachermayer
Hui Wang
[J]. Finance and Stochastics, 2001, 5 (2) : 259 - 272
[2] STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS
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[3] Utility maximization in incomplete markets with random endowment (vol 5, pg 259, 2001)
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[4] Utility maximization in incomplete markets
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