Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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