"Utility Maximization Trading Two Futures with Transaction Costs."

Maxim Bichuch, Steven E. Shreve (2013)

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DOI: 10.1137/110853649

access: closed

type: Journal Article

metadata version: 2019-10-19

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Maxim Bichuch, Steven E. Shreve:
Utility Maximization Trading Two Futures with Transaction Costs. SIAM J. Financial Math. 4(1): 26-85 (2013)

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