Utility maximization on the real line under proportional transaction costs
Year of publication: |
2002
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Authors: | Bouchard, Bruno |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 4, p. 495-516
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Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Theorie | Theory |
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