{"id":"https://openalex.org/W3100350691","doi":"https://doi.org/10.1007/s00186-012-0388-3","title":"Power utility maximization in exponential L\u00e9vy models: convergence of discrete-time to continuous-time maximizers","display_name":"Power utility maximization in exponential L\u00e9vy models: convergence of discrete-time to continuous-time maximizers","publication_year":2012,"publication_date":"2012-05-12","ids":{"openalex":"https://openalex.org/W3100350691","doi":"https://doi.org/10.1007/s00186-012-0388-3","mag":"3100350691"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-012-0388-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-012-0388-3","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002334849","display_name":"Johannes Temme","orcid":null},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Johannes P. Temme","raw_affiliation_strings":["Fakult\u00e4t f\u00fcr Mathematik, Universit\u00e4t Wien, Nordbergstra\u00dfe 15, 1090, Wien, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Fakult\u00e4t f\u00fcr Mathematik, Universit\u00e4t Wien, Nordbergstra\u00dfe 15, 1090, Wien, Austria","institution_ids":["https://openalex.org/I129774422"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5002334849"],"corresponding_institution_ids":["https://openalex.org/I129774422"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.45540378,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"76","issue":"1","first_page":"21","last_page":"41"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.7811113595962524},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.6344422101974487},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5688607096672058},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5429304838180542},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5269924998283386},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5203168392181396},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.4761652648448944},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.4465934634208679},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39459457993507385},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.329440176486969},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10644268989562988},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08689907193183899}],"concepts":[{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.7811113595962524},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6344422101974487},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5688607096672058},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5429304838180542},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5269924998283386},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5203168392181396},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.4761652648448944},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.4465934634208679},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39459457993507385},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.329440176486969},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10644268989562988},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08689907193183899},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00186-012-0388-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-012-0388-3","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:mathme:v:76:y:2012:i:1:p:21-41","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00186-012-0388-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4099999964237213,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W31018578","https://openalex.org/W650001019","https://openalex.org/W1597706510","https://openalex.org/W1975807791","https://openalex.org/W1979627408","https://openalex.org/W1983491159","https://openalex.org/W1984697146","https://openalex.org/W1995045762","https://openalex.org/W2003141369","https://openalex.org/W2013068337","https://openalex.org/W2030354114","https://openalex.org/W2030785899","https://openalex.org/W2059698282","https://openalex.org/W2068365256","https://openalex.org/W2068745433","https://openalex.org/W2081877251","https://openalex.org/W2089772788","https://openalex.org/W2164288937","https://openalex.org/W2168891962","https://openalex.org/W2484299058","https://openalex.org/W2797641211","https://openalex.org/W3097982674","https://openalex.org/W3124979696","https://openalex.org/W3126145999","https://openalex.org/W4241627017","https://openalex.org/W4293092461"],"related_works":["https://openalex.org/W2006251942","https://openalex.org/W2364741597","https://openalex.org/W1492103595","https://openalex.org/W1864774435","https://openalex.org/W946352265","https://openalex.org/W3020787026","https://openalex.org/W2334479858","https://openalex.org/W2799209613","https://openalex.org/W2793786119","https://openalex.org/W2025311859"],"abstract_inverted_index":null,"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2026-08-31T07:19:18.363097","created_date":"2020-11-23T00:00:00"}