Pages that link to "Item:Q930672"

The following pages link to A unified framework for utility maximization problems: An Orlicz space approach (Q930672):

Displaying 42 items.

• Stability of utility maximization in nonequivalent markets (Q287676) (← links)
• Extremal measures and hedging in American options (Q315185) (← links)
• Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
• Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
• Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
• Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
• Systemic optimal risk transfer equilibrium (Q829331) (← links)
• Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
• Option spanning beyond \(L_p\)-models (Q1679558) (← links)
• An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
• Financial markets with a large trader (Q1704151) (← links)
• Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
• Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
• Lebesgue property for convex risk measures on Orlicz spaces (Q1938973) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
• Continuity of utility maximization under weak convergence (Q2024121) (← links)
• Existence conditions for extremal probability measures on Polish spaces and some of their properties (Q2037687) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• On fairness of systemic risk measures (Q2308182) (← links)
• Robust Utility Maximization without Model Compactness (Q2797753) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
• A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
• Some Functional Analytic Tools for Utility Maximization (Q2946096) (← links)
• INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
• CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
• Exponential models by Orlicz spaces and applications (Q4555284) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
• A note on admissibility when the credit line is infinite (Q4648580) (← links)
• On utility maximization without passing by the dual problem (Q5086453) (← links)
• On generalized Young’s Inequality (Q5208975) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Compactness, Optimality, and Risk (Q5746438) (← links)
• Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
• On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
• Duality and stable compactness in Orlicz-type modules (Q6144645) (← links)