1

Maximum Lebesgue extension of monotone convex functions

Year:
2014
Language:
english
File:
PDF, 1.45 MB
english, 2014
2

ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION

Year:
2010
Language:
english
File:
PDF, 315 KB
english, 2010
3

A Note on Utility Maximization with Unbounded Random Endowment

Year:
2011
Language:
english
File:
PDF, 220 KB
english, 2011
4

On admissible strategies in robust utility maximization

Year:
2012
Language:
english
File:
PDF, 254 KB
english, 2012
5

On the Lebesgue property of monotone convex functions

Year:
2014
Language:
english
File:
PDF, 202 KB
english, 2014
6

Convex functions on dual Orlicz spaces

Year:
2019
Language:
english
File:
PDF, 364 KB
english, 2019