Pages that link to "Item:Q2707156"
From MaRDI portal
The following pages link to A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements (Q2707156):
Displayed 6 items.
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)