Utility Maximization Trading Two Futures with Transaction Costs (Q2873119)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization Trading Two Futures with Transaction Costs |
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Utility Maximization Trading Two Futures with Transaction Costs (English)
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23 January 2014
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transaction costs
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optimal control
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asymptotic analysis
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utility maximization
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