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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 6-7: Proceedings of the Hammamet Conference, 19-23 October 2015
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Articles

On the existence of shadow prices for optimal investment with random endowment

Lingqi GuFakultät für Mathematik, Universität Wien, Wien, Austria.View further author information
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Yiqing LinFakultät für Mathematik, Universität Wien, Wien, Austria.;Centre de Mathématiques Appliqées, École Polytechnique, Palaiseau Cedex, France.Correspondence[email protected]
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Junjian YangFakultät für Mathematik, Universität Wien, Wien, Austria.;Centre de Mathématiques Appliqées, École Polytechnique, Palaiseau Cedex, France.View further author information
Pages 1082-1103 | Received 20 Apr 2016, Accepted 14 Jun 2017, Published online: 12 Jul 2017

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Figure 1. Case 1.

Figure 1. Case 1.

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