CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970): Difference between revisions

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+A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model
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+Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A general version of the fundamental theorem of asset pricing
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+Arbitrage possibilities in Bessel processes and their relations to local martingales
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+From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>
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+Stochastic finance. An introduction in discrete time
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+Maxmin expected utility with non-unique prior
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+Optimal portfolios for logarithmic utility.
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+Optimal consumption-portfolio policies: A convergence from discrete to continuous time models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
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+ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Stability of utility-maximization in incomplete markets
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+Weak convergence of financial markets.
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+On the relations between two types of convergence for convex functions
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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