SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399)
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scientific article; zbMATH DE number 6751202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHADOW PRICES FOR CONTINUOUS PROCESSES |
scientific article; zbMATH DE number 6751202 |
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SHADOW PRICES FOR CONTINUOUS PROCESSES (English)
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21 July 2017
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portfolio maximization
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proportional transaction costs
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convex duality
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shadow prices
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continuous price processes
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