On the game interpretation of a shadow price process in...

Finance and Stochastics 2013 / 10 Vol. 17; Iss. 4

On the game interpretation of a shadow price process in utility maximization problems under transaction costs

Rokhlin, Dmitry B.
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Volume:
17
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-013-0206-7
Date:
October, 2013
File:
PDF, 708 KB
english, 2013
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