Text only print
Full screen print
Mathematical Finance
Seminar information archive ～05/01｜Next seminar｜Future seminars 05/02～
| Date, time & place | Wednesday 17:30 - 19:00 122Room #122 (Graduate School of Math. Sci. Bldg.) |
|---|
2008/12/03
17:30-19:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Freddy Delaben (ETH)
The structure of dynamic utility functions in a Brownian Filtration
Freddy Delaben (ETH)
The structure of dynamic utility functions in a Brownian Filtration
[ Abstract ]
The penalty function for monetary dynamic utility functions
has a special form. They can be seen as potentials. In the Brownian Filtration Rao's theorem permits to give a complete description.
The penalty function for monetary dynamic utility functions
has a special form. They can be seen as potentials. In the Brownian Filtration Rao's theorem permits to give a complete description.
