Construction of discrete time shadow price (Q901244)
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scientific article; zbMATH DE number 6524097
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Construction of discrete time shadow price |
scientific article; zbMATH DE number 6524097 |
Statements
Construction of discrete time shadow price (English)
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23 December 2015
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Bellman equations
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transaction costs
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portfolio optimization
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shadow price
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utility maximization
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0.8291867971420288
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0.8287151455879211
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0.8165196776390076
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0.8139568567276001
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0.812241792678833
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