On the existence of shadow prices

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Author
Benedetti, Giuseppe
Campi, Luciano
Kallsen, Jan
Muhle-Karbe, Johannes
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Date
2013-10
Type
  • Journal Article
Publication status
published
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Journal / series
Finance and Stochastics
Volume
17(4)
Pages
801 - 818
Publisher
Springer
Subject
Transaction costs; Shadow price; Short selling constraints
Organisational unit
03899 - Muhle-Karbe, Johannes (ehemalig)
Notes
Received 28 November 2011, Accepted 1 October 2012, Published online 19 December 2012.
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Citations
Cited 8 times in Web of Science
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