Pages that link to "Item:Q4584687"
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The following pages link to On the existence of shadow prices for optimal investment with random endowment (Q4584687):
Displaying 4 items.
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- Multivariate utility maximization with proportional transaction costs and random endowment (Q2910904) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
