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"Asymptotic analysis for optimal investment and consumption with ..."

Karel Janecek, Steven E. Shreve (2004)

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DOI: 10.1007/S00780-003-0113-4

access: closed

type: Journal Article

metadata version: 2022-03-16

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Karel Janecek, Steven E. Shreve:
Asymptotic analysis for optimal investment and consumption with transaction costs. Finance Stochastics 8(2): 181-206 (2004)

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