Pages that link to "Item:Q2873121"
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The following pages link to The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (Q2873121):
Displaying 4 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)