Construction of discrete time shadow price (Q901244): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q590493
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Łukasz Stettner / rank
 
Normal rank

Revision as of 09:50, 19 February 2024

scientific article
Language Label Description Also known as
English
Construction of discrete time shadow price
scientific article

    Statements

    Construction of discrete time shadow price (English)
    0 references
    0 references
    0 references
    23 December 2015
    0 references
    Bellman equations
    0 references
    transaction costs
    0 references
    portfolio optimization
    0 references
    shadow price
    0 references
    utility maximization
    0 references

    Identifiers