Pages that link to "Item:Q2574595"

The following pages link to A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595):

Displaying 6 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• A version of the \(\mathcal G\)-conditional bipolar theorem in \(L^0(\mathbb R^d_+;\Omega,\mathcal F,\mathbb P)\) (Q1780933) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)