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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+The Representation of Functionals of Brownian Motion by Stochastic Integrals
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Q3957683
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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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+Q4104377
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+Information structures and viable price systems
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Q4139359
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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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