Pages that link to "Item:Q1999596"
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The following pages link to Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596):
Displaying 16 items.
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Stability of exponential utility maximization with respect to market perturbations (Q1947599) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Sensitivity analysis with finite changes: an application to modified EOQ models (Q2379532) (← links)
- Functional analytic approaches to some stochastic optimization problems (Q2789349) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Shapley Effects for Global Sensitivity Analysis: Theory and Computation (Q3179320) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
