derivee_Power_Utility: Derivative of Power Utility function

Description Usage Arguments Value Examples

View source: R/functions.R

Description

Derivative of Power Utility function

Usage

1

Arguments

x

Risky asset value

gamma

Paramater Gamma in the Power Utility function. Must be different than 1.

Value

Derivative of Power Utility evaluated at x.

Examples

1

belangerjulie15/Optimisation.Power.Utility documentation built on May 13, 2020, 5:39 a.m.