The following pages link to (Q5493566):
Displaying 10 items.
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
