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Items where Author is "Carassus, Laurence"

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Carassus, Laurence and Rásonyi, Miklós (2020) Risk-neutral pricing for Arbitrage Pricing Theory. Journal of Optimization Theory and Applications, 186 (1). pp. 248-263. ISSN 0022-3239

Blanchard, Romain and Carassus, Laurence and Rásonyi, Miklós (2018) No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 88 (2). pp. 241-281. ISSN 1432-2994

This list was generated on Wed Apr 24 10:28:12 2024 CEST.
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