Pages that link to "Item:Q2884277"
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The following pages link to Convex duality in stochastic optimization and mathematical finance (Q2884277):
Displaying 33 items.
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Convex analysis and financial equilibrium (Q484137) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Nonlinear duality in Banach spaces and applications to finance and elasticity (Q1716112) (← links)
- Management of a hydropower system via convex duality (Q1731594) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Pricing of claims in discrete time with partial information (Q2441467) (← links)
- Erratum: ``Convex duality in stochastic optimization and mathematical finance'' (Q2806829) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS (Q3195490) (← links)
- (Q3318467) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- (Q3817431) (← links)
- (Q4544329) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- (Q5044308) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
- (Q5431491) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- Conditional indicators (Q6606305) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)