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"Convex duality in optimal investment under illiquidity."

Teemu Pennanen (2014)

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DOI: 10.1007/S10107-013-0721-5

access: closed

type: Journal Article

metadata version: 2018-11-30

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Teemu Pennanen:
Convex duality in optimal investment under illiquidity. Math. Program. 148(1-2): 279-295 (2014)

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