Kasper Larsen
- Stability of utility-maximization in incomplete markets
2007/06/04 by Kasper Larsen, Gordan Žitković, Larsen, Kasper +1 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications
- Existence and convergence of discrete-time Kyle models with multiple insiders
2026/07/16 by Jin Choi, Kasper Larsen · 1 voice
#q-fin.TR #math.PR