Pages that link to "Item:Q1887267"
From MaRDI portal
The following pages link to Convergence of utility functions and convergence of optimal strategies (Q1887267):
Displaying 14 items.
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Cooperative investment in incomplete markets under financial fairness (Q2374132) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
