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Chapter title |
Almost Surely Optimal Portfolios Under Proportional Transaction Costs
|
---|---|
Chapter number | 14 |
Book title |
Advanced Modelling in Mathematical Finance
|
Published by |
Springer, Cham, January 2016
|
DOI | 10.1007/978-3-319-45875-5_14 |
Book ISBNs |
978-3-31-945873-1, 978-3-31-945875-5
|
Authors |
Mark-Roman Feodoria, Jan Kallsen |