Pages that link to "Item:Q2707156"
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The following pages link to A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements (Q2707156):
Displayed 4 items.
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)