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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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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