Lingqi Gu
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Utility maximization problem with transaction costs: optimal dual processes and stability Applied Mathematics and Optimization | 2021-10-08 | Paper |
| On the existence of shadow prices for optimal investment with random endowment Stochastics | 2018-09-04 | Paper |
| On the dual problem of utility maximization in incomplete markets Stochastic Processes and their Applications | 2016-03-03 | Paper |
| A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality | 2016-02-02 | Paper |
Research outcomes over time
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