Skorohod's representation theorem and optimal strategies for markets with frictions (Q4594521)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6812477
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Skorohod's representation theorem and optimal strategies for markets with frictions |
scientific article; zbMATH DE number 6812477 |
Statements
Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (English)
0 references
24 November 2017
0 references
optimization
0 references
nonconcave utility
0 references
Skorohod's representation
0 references
illiquidity
0 references
market frictions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7392476201057434
0 references
0.7379838228225708
0 references
0.7374408841133118
0 references
0.7366095781326294
0 references
0.736598551273346
0 references
