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Computing equilibria of GEI by relocalization on a Grassmann manifold
DeMarzo, Peter M. - In: Journal of mathematical economics 26 (1996) 4, pp. 479-497
Persistent link: https://www.econbiz.de/10001210132
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Optimal investment with taxes : an existence result
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - In: Journal of mathematical economics 33 (2000) 4, pp. 373-388
Persistent link: https://www.econbiz.de/10001485374
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Sublinear price functionals under portfolio constraints
Koehl, Pierre-François; Pham, Huyên - In: Journal of mathematical economics 33 (2000) 3, pp. 339-351
Persistent link: https://www.econbiz.de/10001486490