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'shadow price' related content

Content with tags matching 'shadow price':

1204 days ago - The Complete MoneyScience

1987 days ago - Finance and Stochastics (Online First™)

Blog: Published / Preprint: Transaction Costs, Shadow Prices, and Connections to Duality. (arXiv:1205.4643v1 [q-fin.PM])

MoneyScience 2191 days ago

Blog: Published / Preprint: Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs. (arXiv:1204.0305v1 [q-fin.PM])

MoneyScience 2240 days ago

Blog: arXiv: On the game interpretation of a shadow price process in utility optimization problems under transaction c... http://t.co/zQjWqKJh

MoneyScience 2351 days ago