"Robust Utility Maximization in Discrete-Time Markets with Friction."

Ariel Neufeld, Mario Sikic (2018)

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DOI: 10.1137/16M1101829

access: closed

type: Journal Article

metadata version: 2020-07-09

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Ariel Neufeld, Mario Sikic:
Robust Utility Maximization in Discrete-Time Markets with Friction. SIAM J. Control. Optim. 56(3): 1912-1937 (2018)

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