Pages that link to "Item:Q2575816"
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The following pages link to Super-replication and utility maximization in large financial markets (Q2575816):
Displayed 4 items.
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)