Advanced search
Publication Cover
Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 6-7: Proceedings of the Hammamet Conference, 19-23 October 2015
Submit an article Journal homepage
1,030
Views
1
CrossRef citations to date
0
Altmetric
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
,
Yiqing LinFakultät für Mathematik, Universität Wien, Wien, Austria.;Centre de Mathématiques Appliqées, École Polytechnique, Palaiseau Cedex, France.Correspondence[email protected]
View further author information
&
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

Figures & data

Figure 1. Case 1.

Figure 1. Case 1.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.