Publications in Scientific Journals:
L. Carassus, M. Rasonyi:
"Optimal strategies and utility-based prices converge when agents' preferences do";
Mathematics of Operations Research,
32
(2007),
102
- 117.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1287/moor.1060.0220
Related Projects:
Project Head Walter Schachermayer:
Finanzmarktmodelle unter Transaktionskosten (Dualitätstheorie, Bewertung und Absicherung für Finanzmarktmodelle unter Transaktionskosten: Semimartingale und darüber hinaus)
Created from the Publication Database of the Vienna University of Technology.