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On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rochlin, Dmitri B. - In: Finance and stochastics 17 (2013) 4, pp. 819-839
Persistent link: https://www.econbiz.de/10010190873
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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Asymptotic arbitrage and numéraire portfolios in large financial markets
Rokhlin, Dmitry B. - In: Finance and stochastics 12 (2008) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10008221308
Cover Image
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rokhlin, Dmitry B. - In: Finance and stochastics 17 (2013) 4, pp. 819-838
Persistent link: https://www.econbiz.de/10010183832