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).
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页码：867 / 872
页数：5
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