Portfolio Management with Transaction Costs: An Asymptotic Analysis of the Morton and Pliska model
| Year of publication: |
1995
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| Authors: | Atkinson, C. ; Wilmott, P. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 5.1995, 4, p. 357-368
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