Primal-dual methods for the computation of trading regions under proportional transaction costs
| Year of publication: |
2013
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|---|---|
| Authors: | Herzog, Roland ; Kunisch, Karl ; Sass, Jörn |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 77.2013, 1, p. 101-130
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