Pages that link to "Item:Q2211348"
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The following pages link to Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348):
Displaying 9 items.
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Regularity and Stability of Feedback Relaxed Controls (Q3382776) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
