vix.ing · top · new · best · stats · spec

Rokhlin, Dmitry B.

  1. On the game interpretation of a shadow price process in utility maximization problems under transaction costs
    2011/12/11 by Rokhlin, Dmitry B. · 1 citation
    #49K35 #91A30 #91G10 #FOS: Economics and business #Portfolio Management (q-fin.PM)