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Teoriya Veroyatnostei i ee Primeneniya, 2014, Volume 59, Issue 4, Pages 781–790
DOI: https://doi.org/10.4213/tvp4596 (Mi tvp4596) 		 
Short Communications

On the connection between the power and logarithmic utility maximization problems in an exponential Lévy model

M. Yu. Ivanov

Lomonosov Moscow State University
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DOI: https://doi.org/10.4213/tvp4596
Received: 22.08.2013
Revised: 09.10.2014
English version:
Theory of Probability and its Applications, 2015, Volume 59, Issue 4, Pages 684–693
DOI: https://doi.org/10.1137/S0040585X97T987375
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Yu. Ivanov, “On the connection between the power and logarithmic utility maximization problems in an exponential Lévy model”, Teor. Veroyatnost. i Primenen., 59:4 (2014), 781–790; Theory Probab. Appl., 59:4 (2015), 684–693
Citation in format AMSBIB
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