"Risk sensitive asset management with transaction costs."

Tomasz R. Bielecki, Stanley R. Pliska (2000)

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DOI: 10.1007/S007800050001

access: closed

type: Journal Article

metadata version: 2020-07-22

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Tomasz R. Bielecki, Stanley R. Pliska:
Risk sensitive asset management with transaction costs. Finance Stochastics 4(1): 1-33 (2000)

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