The asymptotic validity of quadratic utility as the trading interval approaches zero

James A. Ohlson

doi:10.1016/b978-0-12-780850-5.50024-1

The asymptotic validity of quadratic utility as the trading interval approaches zero

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review

6 Citations (Scopus)

Original language	English
Title of host publication	Stochastic Optimization Models In Finance (2006 Edition)
Publisher	World Scientific Publishing Co. Pte Ltd
Pages	221-234
ISBN (Print)	9789812773654
DOIs	https://doi.org/10.1016/b978-0-12-780850-5.50024-1
Publication status	Published - 1 Jan 2006
Externally published	Yes

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Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

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The asymptotic validity of quadratic utility as the trading interval approaches zero

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