Pages that link to "Item:Q2463714"
From MaRDI portal
The following pages link to The supermartingale property of the optimal wealth process for general semimartingales (Q2463714):
Displaying 9 items.
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- Some Functional Analytic Tools for Utility Maximization (Q2946096) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- A note on admissibility when the credit line is infinite (Q4648580) (← links)
