Finite-horizon optimal investment with transaction costs:...

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Finite-horizon optimal investment with transaction costs: construction of the optimal strategies

Belak, Christoph, Sass, Jörn
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Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-019-00404-4
Date:
September, 2019
File:
PDF, 930 KB
english, 2019
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