Pages that link to "Item:Q486934"
From MaRDI portal
The following pages link to Optimal investment and price dependence in a semi-static market (Q486934):
Displaying 10 items.
- Investment effects of pricing schemes for non-convex markets (Q2029060) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- A new approach to maximize the overall return on investment with price and stock dependent demand under the nonlinear holding cost (Q5104389) (← links)
- (Q5176629) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)
- (Q5857052) (← links)
