Pages that link to "Item:Q1181669"
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The following pages link to Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669):
Displaying 9 items.
- Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
- INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- (Q5083311) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
