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Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence
;
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
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Asymptotic arbitrage in large financial markets with friction
Lepinette, Emmanuel
;
Ostafe, Lavinia
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 313-335
Persistent link: https://www.econbiz.de/10009623556
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