Pages that link to "Item:Q1788820"

The following pages link to Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820):

Displaying 3 items.

• Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
• (Q6178244) (← links)