Pages that link to "Item:Q1583150"
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The following pages link to Valuation and martingale properties of shadow prices: an exposition (Q1583150):
Displayed 3 items.
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)