"Realism and practicality of transaction cost approaches in continuous-time ..."

Ralf Korn (2004)

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DOI: 10.1007/S001860400359

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type: Journal Article

metadata version: 2020-03-03

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Ralf Korn:
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. Math. Methods Oper. Res. 60(2): 165-174 (2004)

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