Portfolio optimisation with strictly positive transaction costs and impulse control
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Publication:1381306
DOI10.1007/s007800050034zbMath0894.90021OpenAlexW2012524049MaRDI QIDQ1381306
Publication date: 19 August 1998
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050034
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