Pages that link to "Item:Q2182639"
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The following pages link to Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639):
Displaying 4 items.
- Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670) (← links)
- Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
- Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
