Pages that link to "Item:Q377457"
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The following pages link to On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457):
Displayed 4 items.
- Construction of discrete time shadow price (Q901244) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)