The following pages link to (Q4938954):
Displaying 40 items.
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Weak topologies for modules over rings of bounded random variables (Q743200) (← links)
- A note on the von Weizsäcker theorem (Q826667) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- Relations between some basic results derived from two kinds of topologies for a random locally convex module (Q971796) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- A simple characterization of tightness for convex solid sets of positive random variables (Q1791092) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- Robust contracting in general contract spaces (Q2143885) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
- On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
- Uniform integrability and local convexity in \(\mathbb L^0\) (Q2452472) (← links)
- Robust utility maximization in terms of supermartingale measures (Q2674656) (← links)
- Dual representation of monotone convex functions on 𝐿⁰ (Q3103281) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Characterization of optimal transport plans for the Monge-Kantorovich problem (Q3605003) (← links)
- A pointwise bipolar theorem (Q4621359) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- A characterization of the set of local martingale measures (Q4687208) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)
