Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in the foreign exchange market with proportional transaction costs |
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Optimal investment in the foreign exchange market with proportional transaction costs (English)
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9 June 2011
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applied mathematical finance
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consumption-portfolio choice
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continuous time dynamic finance
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control of stochastic systems
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