Pages that link to "Item:Q5960453"

The following pages link to A filtered version of the bipolar theorem of Brannath and Schachermayer (Q5960453):

Displaying 20 items.

• Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
• On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
• A version of the \(\mathcal G\)-conditional bipolar theorem in \(L^0(\mathbb R^d_+;\Omega,\mathcal F,\mathbb P)\) (Q1780933) (← links)
• The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
• On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
• Duality theory for robust utility maximisation (Q2049550) (← links)
• Testing exchangeability: fork-convexity, supermartingales and e-processes (Q2069034) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element (Q2121072) (← links)
• Convergence to the mean field game limit: a case study (Q2180385) (← links)
• Supermartingale deflators in the absence of a numéraire (Q2230766) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Robust utility maximization in terms of supermartingale measures (Q2674656) (← links)
• THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
• Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
• Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)