Pages that link to "Item:Q2255004"
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The following pages link to Optimal investment and contingent claim valuation in illiquid markets (Q2255004):
Displaying 15 items.
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- Efficient Allocations in Double Auction Markets (Q5085155) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
