Pages that link to "Item:Q5505153"
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The following pages link to Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153):
Displaying 6 items.
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Recursive utility, martingales, and the asymptotic behaviour of optimal processes (Q673261) (← links)
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Optimal consumption choices with anticipation: Methods of martingale (Q2744547) (← links)
- (Q3762023) (← links)
- (Q4660003) (← links)