Pricing with non-smooth utility function (Q3396066): Difference between revisions

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+https://doi.org/10.1080/17442500902917250
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+W2057581873
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+The Banach space of workable contingent claims in arbitrage theory
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+Q4692985
@@ Property / cites work: Q4692985 / rank @@
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+Q4767831
@@ Property / cites work: Q4767831 / rank @@
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+Valuation and martingale properties of shadow prices: an exposition
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+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
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+Martingales and stochastic integrals in the theory of continuous trading
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+On the pricing of contingent claims under constraints
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+Q3997782
@@ Property / cites work: Q3997782 / rank @@
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