Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781): Difference between revisions
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scientific article
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English | Utility maximization problem with transaction costs: optimal dual processes and stability |
scientific article |
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Utility maximization problem with transaction costs: optimal dual processes and stability (English)
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8 October 2021
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utility maximization problem
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transaction costs
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stability
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optimal dual processes
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shadow price processes
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