Risk sensitive asset management with transaction costs

Risk sensitive asset management with transaction costs

Tomasz R. Bielecki, Stanley R. Pliska
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Volume:
4
Language:
english
Pages:
33
Journal:
Finance and Stochastics
DOI:
10.1007/s007800050001
Date:
January, 2000
File:
PDF, 213 KB
english, 2000
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