Pages that link to "Item:Q2884277"

The following pages link to Convex Duality in Stochastic Optimization and Mathematical Finance (Q2884277):

Displaying 19 items.

• On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
• Convex duality in optimal investment under illiquidity (Q484140) (← links)
• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Management of a hydropower system via convex duality (Q1731594) (← 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)
• Stochastic programs without duality gaps (Q1925782) (← links)
• Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
• Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
• Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
• Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
• Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
• Pricing of claims in discrete time with partial information (Q2441467) (← links)
• Erratum: “Convex Duality in Stochastic Optimization and Mathematical Finance” (Q2806829) (← links)
• A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
• NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)