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Revision as of 10:38, 20 July 2024

scientific article; zbMATH DE number 7105432
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English
Optimal portfolio selection under vanishing fixed transaction costs
scientific article; zbMATH DE number 7105432

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    Optimal portfolio selection under vanishing fixed transaction costs (English)
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    16 September 2019
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    impulse control
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    Hunt processes
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    threshold rule
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    excessive function
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