Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501)
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scientific article; zbMATH DE number 6287655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty methods for continuous-time portfolio selection with proportional transaction costs |
scientific article; zbMATH DE number 6287655 |
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Penalty methods for continuous-time portfolio selection with proportional transaction costs (English)
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23 April 2014
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