Necessary conditions for the existence of utility maximizing strategies under transaction costs
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Publication:4668521
DOI10.1524/stnd.22.2.153.49129zbMath1124.91336OpenAlexW2237389140MaRDI QIDQ4668521
Paolo Guasoni, Walter Schachermayer
Publication date: 19 April 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.22.2.153.49129
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