Convex Duality with Transaction Costs
- Dolinsky, Yan Department of Statistics, Hebrew University of Jerusalem, Jerusalem 91905, Israel
- Soner, H. Mete Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland; and Swiss Finance Institute, 8006 Zurich, Switzerland
Published in:
- Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences (INFORMS). - 2017, vol. 42, no. 2, p. 448-471
- Language
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- English
- Open access status
- green
- Identifiers
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- DOI 10.1287/moor.2016.0811
- ISSN 0364-765X
- Persistent URL
- https://sonar.ch/global/documents/262623
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