Pages that link to "Item:Q2422170"

The following pages link to Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170):

Displaying 3 items.

• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
• On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)