Dual formulation of the utility maximization problem : the case of nonsmooth utility
Bouchard, B. ; Touzi, N. ; Zeghal, A.
HAL, hal-00102156 / Harvested from HAL
Text on HAL
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00102156,
     author = {Bouchard, B. and Touzi, N. and Zeghal, A.},
     title = {Dual formulation of the utility maximization problem : the case of nonsmooth utility},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00102156}
}

Bouchard, B.; Touzi, N.; Zeghal, A. Dual formulation of the utility maximization problem : the case of nonsmooth utility. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00102156/