• Media type: E-Article
  • Title: Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions
  • Contributor: Chau, Huy N.; Rásonyi, Miklós
  • imprint: Society for Industrial & Applied Mathematics (SIAM), 2017
  • Published in: SIAM Journal on Control and Optimization
  • Language: English
  • DOI: 10.1137/16m1081336
  • ISSN: 0363-0129; 1095-7138
  • Keywords: Applied Mathematics ; Control and Optimization
  • Origination:
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