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~language:"eng"
~person:"Czichowsky, Christoph"
~person:"Davis, Mark H. A."
~type_genre:"Aufsatz in Zeitschrift"
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Czichowsky, Christoph
Davis, Mark H. A.
Schachermayer, Walter
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Beiglböck, Mathias
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
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2
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
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