Pages that link to "Item:Q1999599"
From MaRDI portal
The following pages link to Robust utility maximisation in markets with transaction costs (Q1999599):
Displaying 19 items.
- On uniqueness of equilibrium in the Kyle model (Q513743) (← links)
- Optimal investment and consumption with transaction costs (Q1336583) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Density dependent utilities with transaction costs (Q2787496) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- (Q3562485) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
