Pages that link to "Item:Q1879894"
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The following pages link to Optimal investment with random endowments in incomplete markets. (Q1879894):
Displaying 7 items.
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)
- The information premium on a finite probability space (Q6585958) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)