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Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework
Blanchard, Romain; Carassus, Laurence - In: Mathematical Finance 31 (2020) 1, pp. 366-398
Persistent link: https://www.econbiz.de/10012410097
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Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
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No free lunch for markets with multiple numéraires
Carassus, Laurence - In: Journal of mathematical economics 104 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
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No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós - In: Mathematical methods of operations research 88 (2018) 2, pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
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Quasi-sure essential supremum and applications to finance
Carassus, Laurence - In: Finance and stochastics 29 (2025) 1, pp. 219-260
Persistent link: https://www.econbiz.de/10015394784