Pages that link to "Item:Q3086260"
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The following pages link to ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260):
Displaying 7 items.
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Risk-averse asymptotics for reservation prices (Q635966) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
- Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)