Pages that link to "Item:Q1616836"

The following pages link to No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836):

Displaying 2 items.

• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)