Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041): Difference between revisions

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Property / author: Yi-Qing Lin / rank
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Property / author
 
Property / author: Yi-Qing Lin / rank
 
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Property / OpenAlex ID: W2963065091 / rank
 
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Property / arXiv ID: 1604.08224 / rank
 
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Latest revision as of 15:02, 13 July 2024

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Utility maximization problem with random endowment and transaction costs: when wealth may become negative
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    Utility maximization problem with random endowment and transaction costs: when wealth may become negative (English)
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    6 April 2017
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    utility maximization
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    random endowment
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    duality approach
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    shadow price
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    utility based pricing
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