On the existence of shadow prices in utility maximization problems with transaction costs | UMR 8050

On the existence of shadow prices in utility maximization problems with transaction costs

Type:

Groupe de travail modélisation stochastique et finance

Type:

Séminaire

Site:

UPEM

Date:

10/02/2012 - 15:00

Salle:

3B 075

Orateur:

CAMPI Luciano

Localisation:

Université Paris 13

Localisation:

France