List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Utility maximization problem with transaction costs: optimal dual processes and stability Applied Mathematics and Optimization | 2021-10-08 | Paper |
| On the existence of shadow prices for optimal investment with random endowment Stochastics | 2018-09-04 | Paper |
| On the dual problem of utility maximization in incomplete markets Stochastic Processes and their Applications | 2016-03-03 | Paper |
| A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality | 2016-02-02 | Paper |
Research outcomes over time
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