Stability of utility-maximization in incomplete markets
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References listed on IDEAS
- Elyès Jouini & Clotilde Napp, 2004.
"Convergence of utility functions and convergence of optimal strategies,"
Finance and Stochastics,
Springer, vol. 8(1), pages 133-144, January.
- Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579, HAL.
- Friedrich Hubalek & Walter Schachermayer, 1998. "When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?," Mathematical Finance, Wiley Blackwell, vol. 8(4), pages 385-403.
- Freddy Delbaen & Walter Schachermayer, 1998. "A Simple Counterexample to Several Problems in the Theory of Asset Pricing," Mathematical Finance, Wiley Blackwell, vol. 8(1), pages 1-11.
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