%0 Journal Article %1 Tehranchi2004 %A Tehranchi, Michael %D 2004 %J Stochastic Processes and their Applications %K Expected utility %N 1 %P 109--125 %T Explicit solutions of some utility maximization problems in incomplete markets %U http://www.sciencedirect.com/science/article/B6V1B-4CMYBS9-1/1/fba288372d3eae1e902f349fc0864994 %V 114

@article{Tehranchi2004, added-at = {2008-04-22T14:25:45.000+0200}, author = {Tehranchi, Michael}, biburl = {https://www.bibsonomy.org/bibtex/27f16f1292c32cea35eb365836d777119/smicha}, description = {Stochastic Processes and their Applications}, interhash = {c9a42b1b024278c80f25a862f6a2cd98}, intrahash = {7f16f1292c32cea35eb365836d777119}, journal = {Stochastic Processes and their Applications}, keywords = {Expected utility}, month = Nov, number = 1, pages = {109--125}, timestamp = {2008-04-22T14:30:21.000+0200}, title = {Explicit solutions of some utility maximization problems in incomplete markets}, url = {http://www.sciencedirect.com/science/article/B6V1B-4CMYBS9-1/1/fba288372d3eae1e902f349fc0864994}, volume = 114, year = 2004 }