"On the game interpretation of a shadow price process in utility ..."

Dmitry B. Rokhlin (2013)

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DOI: 10.1007/S00780-013-0206-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Dmitry B. Rokhlin:
On the game interpretation of a shadow price process in utility maximization problems under transaction costs. Finance Stochastics 17(4): 819-838 (2013)

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