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Miniature of Asymptotic Synthesis of Contingent Claims with Controlled Risk in a Sequence of Discrete‐time Markets

Asymptotic Synthesis of Contingent Claims with Controlled Risk in a Sequence of Discrete‐time Markets

GSB Authors: David Kreps
Date: 2021-01-19
Publication Type: Articles
Publication: Theoretical Economics

Miniature of Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets

Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets

GSB Authors: David Kreps
Date: 2020-06-16
Publication Type: Articles
Publication: Mathematical Finance