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[International Series in Operations Research & Management Science] Markov Decision Processes in Practice Volume 248 || Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs

Boucherie, Richard J., van Dijk, Nico M.
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Volume:
10.1007/97
Year:
2017
Language:
english
DOI:
10.1007/978-3-319-47766-4_21
File:
PDF, 313 KB
english, 2017
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