SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal trading under constraints · Study

ChapterShelves

ChapterOptimal trading under constraints

Jakša Cvitanić1997

Chapter1997

Optimal trading under constraints

Jakša Cvitanić

76 citations·0/0 files stored·Lecture notes in mathematics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 76 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2007Brownian Motion and Stochastic Calculus 2005Theory of rational option pricing 2005Stochastic Integration and Differential Equations 1979Martingales and arbitrage in multiperiod securities markets 1993Dynamic Asset Pricing Theory.1981Martingales and stochastic integrals in the theory of continuous trading

Cited by

1999Maximizing the probability of a perfect hedge 2008Optimal consumption and investment under partial information

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 16 shared references 1997Non-linear pricing theory and backward stochastic differential equationschapter · 15 shared references 1998Hedging American contingent claims with constrained portfoliosarticle · 14 shared references 1994Martingales, Arbitrage, and Portfolio Choicechapter · 14 shared references 2001Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysisarticle · 13 shared references 1996On the pricing of contingent claims under constraintsarticle · 13 shared references

Details

Year1997

Typechapter

Published1997-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations76

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/bfb0092000

openalex_workW59236590

Links

Imported from OpenAlex (CC0) — nothing here is generated.