On the dual problem of utility maximization in incomplete markets (Q5965368): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Utility maximization in incomplete markets for unbounded processes
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+A unified framework for utility maximization problems: An Orlicz space approach
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+INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES
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+Utility maximization in incomplete markets with random endowment
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+A general version of the fundamental theorem of asset pricing
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+The existence of absolutely continuous local martingale measures
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Q3957683
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+Optional decompositions under constraints
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+Forward-backward systems for expected utility maximization
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+Optimal investment with random endowments in incomplete markets.
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+The numéraire portfolio in semimartingale financial models
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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
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+Market viability via absence of arbitrage of the first kind
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
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+Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure
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+Facelifting in utility maximization
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+Stability of utility-maximization in incomplete markets
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+Q4026059
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+Th�orie des processus stochastiques g�n�raux applications aux surmartingales
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+Utility based optimal hedging in incomplete markets.
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+OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING
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+Supermartingales as Radon-Nikodym densities and related measure extensions
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+Q3663565
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+Optimal investment in incomplete markets when wealth may become negative.
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+Finitely Additive Measures
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