Skorohod's representation theorem and optimal strategies for markets with frictions
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-07-09 (All new papers)
- NEP-MIC-2016-07-09 (Microeconomics)
- NEP-UPT-2016-07-09 (Utility Models & Prospect Theory)
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