Pages that link to "Item:Q2874727"

The following pages link to Utility maximization in a binomial model with transaction costs: a duality approach based on the shadow price process (Q2874727):

Displaying 8 items.

• Asymptotic theory of transaction costs (Q516361) (← links)
• Construction of discrete time shadow price (Q901244) (← links)
• Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
• (Q3076261) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• Infinite weighted graphs with bounded resistance metric (Q4562063) (← links)
• Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
• Optimal portfolio choice in a binomial-tree and its convergence (Q5083311) (← links)