Differentiability Properties of Utility Functions View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2009-08-26

AUTHORS

Freddy Delbaen

ABSTRACT

We investigate differentiability properties of monetary utility functions. At the same time we give a counter-example—important in finance—to automatic continuity for concave functions.

PAGES

39-48

Book

TITLE

Optimality and Risk - Modern Trends in Mathematical Finance

ISBN

978-3-642-02607-2
978-3-642-02608-9

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-02608-9_3

DOI

http://dx.doi.org/10.1007/978-3-642-02608-9_3

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1044059985


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