UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS (Q2874727): Difference between revisions

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+.5175
@@ Property / arXiv ID: 1209.5175 / rank @@
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+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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+Option pricing: A simplified approach
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+Portfolio Selection with Transaction Costs
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+Portfolio selection with transactions costs
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+W1972853626
@@ Property / OpenAlex ID: W1972853626 / rank @@
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