Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  studies the problem of maximizing expected utility from terminal alth in a semi-static market composed of derivative securities, which  assume can be traded only at time zero, and of stocks, which can be traded continuously in time and are modelled as locally bounded semimartingales. Using a general utility function defined on the positive half-line,  first study existence and uniqueness of the solution, and then  consider the dependence of the outputs of the utility maximization problem on the price of the derivatives, investigating not only stability but also differentiability, monotonicity, convexity and limiting properties. Copyright Springer-Verlag Berlin Heidelberg 2015
['Pietro Siorpaes']
I am writing a research paper on a idea Optimal investment and price dependence in a semi-static market
[{"from": "human", "value": "I am writing a research paper on a idea Optimal investment and price dependence in a semi-static market"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  studies the problem of maximizing expected utility from terminal alth in a semi-static market composed of derivative securities, which  assume can be traded only at time zero, and of stocks, which can be traded continuously in time and are modelled as locally bounded semimartingales. Using a general utility function defined on the positive half-line,  first study existence and uniqueness of the solution, and then  consider the dependence of the outputs of the utility maximization problem on the price of the derivatives, investigating not only stability but also differentiability, monotonicity, convexity and limiting properties. Copyright Springer-Verlag Berlin Heidelberg 2015"}]