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A Note on Utility Maximization with Unbounded Random Endowment [PDF]

open access: yes
This paper addresses the applicability of the convex duality method for utility maximization, in the presence of random endowment. When the price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true, for a
Keita Owari
core  

Complete positivity and distance-avoiding sets. [PDF]

open access: yesMath Program, 2022
DeCorte E, Filho FMO, Vallentin F.
europepmc   +1 more source

ABB Theorems: Results and Limitations in Infinite Dimensions. [PDF]

open access: yesJ Optim Theory Appl
Daniilidis A   +2 more
europepmc   +1 more source

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