Pages that link to "Item:Q2707151"
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The following pages link to Portfolio Optimization and Martingale Measures (Q2707151):
Displayed 9 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)