The following pages link to On the existence of shadow prices (Q377456):
Displaying 10 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Construction of discrete time shadow price (Q901244) (← links)
- Optimal strategies for utility from terminal wealth with general bid and ask prices (Q2019996) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
