Pages that link to "Item:Q2874727"

The following pages link to UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS (Q2874727):

Displayed 5 items.

• Construction of discrete time shadow price (Q901244) ‎ (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) ‎ (← links)
• Infinite weighted graphs with bounded resistance metric (Q4562063) ‎ (← links)
• Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) ‎ (← links)
• (Q5083311) ‎ (← links)