Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117)

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scientific article; zbMATH DE number 1213269
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Optimal Index Tracking Under Transaction Costs and Impulse Control
scientific article; zbMATH DE number 1213269

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    Optimal Index Tracking Under Transaction Costs and Impulse Control (English)
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    28 December 1998
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    impulse control
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    cash management
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