A variational problem arising in financial economics (Q811312): Difference between revisions

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+A variational problem arising in economics
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+Q3042109
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Information structures and viable price systems
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Optimum consumption and portfolio rules in a continuous-time model
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Q4151283
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+https://doi.org/10.1016/0304-4068(91)90004-d
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+W2015712383
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+Q127960079
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+Publication:811312