"Skorohod's Representation Theorem and Optimal Strategies for Markets with ..."

Huy N. Chau, Miklós Rásonyi (2017)

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DOI: 10.1137/16M1081336

access: closed

type: Journal Article

metadata version: 2020-07-09

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Huy N. Chau, Miklós Rásonyi:
Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions. SIAM J. Control. Optim. 55(6): 3592-3608 (2017)

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