Carassus, Laurence
- Maximization of Non-Concave Utility Functions in Discrete-Time Financial Market Models
2013/02/01 by Carassus, Laurence, Rasonyi, Miklos · 1 citation
#28B20 #91B16 Secondary 91G10 #91B70 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Primary 93E20
- No-arbitrage with multiple-priors in discrete time
2019/04/18 by Blanchard, Romain, Carassus, Laurence · 1 citation
#FOS: Economics and business #Mathematical Finance (q-fin.MF)