A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality (Q6270053): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Latest revision as of 09:05, 10 July 2024
scientific article; zbMATH DE number 900272097
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality |
scientific article; zbMATH DE number 900272097 |
Statements
2 February 2016
0 references
q-fin.MF
0 references
math.PR
0 references