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