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Article provided by Blackwell Publishing in its journal Mathematical Finance.

Volume (Year): 15 (2005)
Issue (Month): 2 ()
Pages: 203-212
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Handle: RePEc:bla:mathfi:v:15:y:2005:i:2:p:203-212

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Miklos Rasonyi & Lukasz Stettner, 2005. "On utility maximization in discrete-time financial market models," Quantitative Finance Papers math/0505243, arXiv.org. [Downloadable!]
2. Mingxin Xu, 2006. "Risk measure pricing and hedging in incomplete markets," Annals of Finance, Springer, vol. 2(1), pages 51-71, January. [Downloadable!] (restricted)
   Other versions:
   • Mingxin Xu, 2004. "Risk Measure Pricing and Hedging in Incomplete Markets," Finance 0406004, EconWPA, revised 06 Apr 2005. [Downloadable!]
3. Constantinos Kardaras & Gordan Zitkovic, 2007. "Stability of the utility maximization problem with random endowment in incomplete markets," Quantitative Finance Papers 0706.0482, arXiv.org, revised Jun 2007. [Downloadable!]
4. Julien Hugonnier & Dmitry Kramkov, 2004. "Optimal investment with random endowments in incomplete markets," Quantitative Finance Papers math/0405293, arXiv.org. [Downloadable!]
5. Walter Schachermayer & Mihai Sîrbu & Erik Taflin, 2009. "In which financial markets do mutual fund theorems hold true?," Finance and Stochastics, Springer, vol. 13(1), pages 49-77, January. [Downloadable!] (restricted)
6. Michail Anthropelos & Gordan Zitkovic, 2008. "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Quantitative Finance Papers 0803.2198, arXiv.org. [Downloadable!]
7. Mark Owen & Gordan Zitkovic, 2007. "Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing," Quantitative Finance Papers 0706.0478, arXiv.org, revised Sep 2007. [Downloadable!]

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This page was last updated on 2009-12-4.