The following pages link to (Q4682148):
Displaying 8 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Risk aversion for nonsmooth utility functions (Q553517) (← links)
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
