Dual formulation of the utility maximization problem under transaction costs (Q1872433)
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scientific article; zbMATH DE number 1906219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual formulation of the utility maximization problem under transaction costs |
scientific article; zbMATH DE number 1906219 |
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Dual formulation of the utility maximization problem under transaction costs (English)
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6 May 2003
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utility maximization
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transaction costs
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dual formulation
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nonsmooth analysis
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