"Primal-dual methods for the computation of trading regions under ..."

Roland Herzog, Karl Kunisch, Jörn Sass (2013)

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DOI: 10.1007/S00186-012-0416-3

access: closed

type: Journal Article

metadata version: 2020-03-03

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Roland Herzog, Karl Kunisch, Jörn Sass:
Primal-dual methods for the computation of trading regions under proportional transaction costs. Math. Methods Oper. Res. 77(1): 101-130 (2013)

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