✦ LIBER ✦

Super-replication and utility maximization in large financial markets

✍ Scribed by M. De Donno; P. Guasoni; M. Pratelli

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

RELAXED UTILITY MAXIMIZATION IN COMPLETE

✍ Sara Biagini; Paolo Guasoni 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB

Utility maximization in markets with bid

✍ Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 259 KB

Geometry of polar wedges in Riesz spaces

✍ Frank Oertel; Mark P. Owen 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 369 KB

Mean-Variance Hedging in Large Financial

✍ Campi, Luciano 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 165 KB

STABILITY OF THE UTILITY MAXIMIZATION PR

✍ Constantinos Kardaras; Gordan Žitković 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

Asymptotic arbitrage and numéraire portf

✍ Dmitry B. Rokhlin 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 486 KB