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