Pages that link to "Item:Q1709603"

The following pages link to An expansion in the model space in the context of utility maximization (Q1709603):

Displaying 8 items.

• Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Sensitivity of optimal consumption streams (Q2000136) (← links)
• Continuity of utility maximization under weak convergence (Q2024121) (← links)
• Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)