Dual formulation of the utility maximisation problem under transaction costs
| Year of publication: |
2001
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|---|---|
| Authors: | Deelstra, Griselda ; Pham, Huyên ; Touzi, Nizar |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Annals of Applied Probability (2001) v.11 n° 4,p.1353-1383 |
| Source: |
Persistent link: https://www.econbiz.de/10008574417