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~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly journal of finance"
~person:"Cadenillas, Abel"
~person:"Kühn, Christoph"
~subject:"Martingal"
~subject:"Transaction costs"
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Cadenillas, Abel
Kühn, Christoph
Kabanov, Jurij M.
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Finance and stochastics
The quarterly journal of finance
Insurance / Mathematics & economics
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Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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