A discrete stochastic model for investment with an application to the transaction costs case
| Year of publication: |
2000
|
|---|---|
| Authors: | Carassus, L. ; Jouini, E. |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 2176257. - Vol. 33.2000, 1, p. 57-80
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