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20122026
most citedNegativity and strong monogamy of multi-party quantum entanglement beyond qubits

63 citations · 65 across the 14 of their papers we have counts for

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q-fin.PM2012

Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs

Jin Hyuk Choi, Mihai Sirbu, Gordan Zitkovic

We revisit the optimal investment and consumption model of Davis and Norman (1990) and Shreve and Soner (1994), following a shadow-price approach similar to that of Kallsen and Muh…