Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521)
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scientific article; zbMATH DE number 6812477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions |
scientific article; zbMATH DE number 6812477 |
Statements
Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (English)
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24 November 2017
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optimization
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nonconcave utility
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Skorohod's representation
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illiquidity
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market frictions
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