A discrete stochastic model for investment with an application to the transaction costs case
Year of publication: |
2000
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---|---|
Authors: | Carassus, Laurence ; Jouini, Elyes |
Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 33.2000, 1, p. 57-80
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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