The stochastic field of aggregate utilities and its saddle conjugate (Q492162): Difference between revisions

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+A model for a large investor trading at market indifference prices. I: Single-period case
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+A model for a large investor trading at market indifference prices. II: Continuous-time case.
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+Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
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+Envelope Theorems for Arbitrary Choice Sets
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+Convex Analysis
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+Variational Analysis
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