"Portfolio optimization under transaction costs in the CRR model."

Jörn Sass (2005)

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DOI: 10.1007/S00186-005-0415-8

access: closed

type: Journal Article

metadata version: 2020-03-03

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Jörn Sass:
Portfolio optimization under transaction costs in the CRR model. Math. Methods Oper. Res. 61(2): 239-259 (2005)

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