Pages that link to "Item:Q1788820"
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The following pages link to Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820):
Displayed 3 items.
- Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
- (Q6178244) (← links)