Lingqi Gu

Available identifiers

zbMath Open gu.lingqiMaRDI QIDQ252411

List of research outcomes

Publication	Date of Publication	Type
Utility maximization problem with transaction costs: optimal dual processes and stability	2021-10-08	Paper
On the existence of shadow prices for optimal investment with random endowment	2018-09-04	Paper
On the dual problem of utility maximization in incomplete markets	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

This page was built for person: Lingqi Gu