Financial Markets in the Context of the General Theory of Optional Processes (Q2958812): Difference between revisions

@@ Property / author @@
+Alexander V. Melnikov
@@ Property / author: Alexander V. Melnikov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-30379-6_47
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@@ Property / OpenAlex ID @@
+W2499787787
@@ Property / OpenAlex ID: W2499787787 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal dividend-payout in random discrete time
@@ Property / cites work: Optimal dividend-payout in random discrete time / rank @@
+Normal rank
@@ Property / cites work @@
+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3896310
@@ Property / cites work: Q3896310 / rank @@
+Normal rank
@@ Property / cites work @@
+Optional supermartingales and the andersen-jessen theorem
+Normal rank
@@ Property / cites work @@
+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
+Normal rank
@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
+Normal rank
@@ Property / cites work @@
+Utility maximization with a stochastic clock and an unbounded random endowment
+Normal rank