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"Transaction Costs, Shadow Prices, and Duality in Discrete Time."

Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer (2014)

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DOI: 10.1137/130925864

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - journals/siamfm/CzichowskyMS14
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  - https://dblp.org/rec/journals/siamfm/CzichowskyMS14
Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer:
Transaction Costs, Shadow Prices, and Duality in Discrete Time. SIAM J. Financial Math. 5(1): 258-277 (2014)

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