Necessary conditions for the existence of utility...

Statistics & Decisions 2004 / 02 Vol. 22; Iss. 2-2004

Necessary conditions for the existence of utility maximizing strategies under transaction costs

Guasoni, Paolo, Schachermayer, Walter
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Volume:
22
Language:
english
Journal:
Statistics & Decisions
DOI:
10.1524/stnd.22.2.153.49129
Date:
February, 2004
File:
PDF, 258 KB
english, 2004
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