Pages that link to "Item:Q5190571"
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The following pages link to Conjugate duality in problems of constrained utility maximization (Q5190571):
Displaying 5 items.
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
- Duality theory for concavification of utility functions in incomplete market model (Q5018580) (← links)
- Dynamic convex duality in constrained utility maximization (Q5086461) (← links)