Transaction Costs, Shadow Prices, and Duality in Discrete Time (Q2940760)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transaction Costs, Shadow Prices, and Duality in Discrete Time |
scientific article |
Statements
Transaction Costs, Shadow Prices, and Duality in Discrete Time (English)
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20 January 2015
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transaction costs
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utility maximization
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shadow prices
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convex duality
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utility optimization
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