Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
Year of publication: |
2005
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Authors: | Chao, X. ; Lai, K.K. ; Wang, Shou-Yang ; Yu, Mei |
Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 135.2005, p. 211-222
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