Pages that link to "Item:Q1424695"

The following pages link to Utility maximization on the real line under proportional transaction costs (Q1424695):

Displaying 21 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• On the existence of shadow prices (Q377456) (← links)
• Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
• Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
• Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
• Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
• Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595) (← links)
• Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)