On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391)
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English | On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs |
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On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (English)
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25 November 2008
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geometric Brownian motion
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modelling of transaction costs
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