Pages that link to "Item:Q4581290"
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The following pages link to On the market viability under proportional transaction costs (Q4581290):
Displaying 7 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Extended weak convergence and utility maximisation with proportional transaction costs (Q2211348) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- A market interpretation of the proportional extended core (Q2440415) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)