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Absence of instantaneous profit (AIP)
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Finance and stochastics
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ECONIS (ZBW)
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Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity
Carassus, Laurence
;
Wiesel, Johannes
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 519-551
Persistent link: https://www.econbiz.de/10015394809
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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
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