Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets
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- David M. Kreps & Walter Schachermayer, 2020. "Convergence of optimal expected utility for a sequence of discrete‐time markets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1205-1228, October.
- David M. Kreps & Walter Schachermayer, 2019. "Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets," Papers 1907.11424, arXiv.org, revised Feb 2020.
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- Friedrich Hubalek & Walter Schachermayer, 2021. "Convergence of optimal expected utility for a sequence of binomial models," Mathematical Finance, Wiley Blackwell, vol. 31(4), pages 1315-1331, October.
- Friedrich Hubalek & Walter Schachermayer, 2020. "Convergence of Optimal Expected Utility for a Sequence of Binomial Models," Papers 2009.09751, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-UPT-2019-07-22 (Utility Models and Prospect Theory)
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