Pages that link to "Item:Q1774197"
From MaRDI portal
The following pages link to Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197):
Displayed 7 items.
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Optimal consumption problems in discontinuous markets (Q5746732) (← links)