- Transaction Costs, Shadow Prices, and Duality in Discrete Time
2012/05/21 by Christoph Czichowsky, Czichowsky, Christoph, Johannes Muhle‐Karbe +3 · 2 citations
Economics, Econometrics and Finance · #60G48 #91G19 #93E20 #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications