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"Portfolio optimisation with strictly positive transaction costs and ..."

Ralf Korn (1998)

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DOI: 10.1007/S007800050034

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ralf Korn:
Portfolio optimisation with strictly positive transaction costs and impulse control. Finance Stochastics 2(2): 85-114 (1998)

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