American Options, Mulit-armed Bandits, and Optimal Consumption Plans: A Unifying View / Peter Bank and Hans Follmer -- Modeling Anticipations on Financial Markets / Fabrice Baudoin -- Duality in constrained optimal investment and consumption problems: a synthesis / L. C. G. Rogers -- The Problem of Super-replication under Constraints / H. Mete Soner and Nizar Touzi
Bibliography
Includes bibliographical references
Notes
Online version of the print title
System requirements: Internet connectivity, World Wide Web browser, and Adobe Acrobat reader
