Asset pricing with general transaction costs: Theory and numerics (Q6054360)

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scientific article; zbMATH DE number 7743015
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Asset pricing with general transaction costs: Theory and numerics
scientific article; zbMATH DE number 7743015

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    Asset pricing with general transaction costs: Theory and numerics (English)
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    28 September 2023
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    deep learning
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    forward-backward SDEs
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    Radner equilibrium
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    transaction costs
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