Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Crossref DOI link: https://doi.org/10.1007/s11579-021-00296-z
Published Online: 2021-03-29
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Junca, Mauricio
Serrano, Rafael http://orcid.org/0000-0003-4306-0903
Text and Data Mining valid from 2021-03-29
Version of Record valid from 2021-03-29
Article History
Received: 20 July 2020
Accepted: 15 March 2021
First Online: 29 March 2021