Pages that link to "Item:Q1693856"
From MaRDI portal
The following pages link to A set optimization approach to utility maximization under transaction costs (Q1693856):
Displaying 6 items.
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
