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"Asymptotics for fixed transaction costs."
Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner (2015)
- Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner:
Asymptotics for fixed transaction costs. Finance Stochastics 19(2): 363-414 (2015)
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