Optimal investment with random endowments and transaction costs: duality theory and shadow prices

Erhan Bayraktar, Xiang Yu

Research output: Journal article publication › Journal article › Academic research › peer-review

3 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal investment with random endowments and transaction costs: duality theory and shadow prices'. Together they form a unique fingerprint.

Keyphrases

Mathematics