Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization problem with transaction costs: optimal dual processes and stability |
scientific article |
Statements
Utility maximization problem with transaction costs: optimal dual processes and stability (English)
0 references
8 October 2021
0 references
utility maximization problem
0 references
transaction costs
0 references
stability
0 references
optimal dual processes
0 references
shadow price processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
