Pages that link to "Item:Q272945"
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The following pages link to Strong supermartingales and limits of nonnegative martingales (Q272945):
Displaying 8 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
