"Multivariate utility maximization with proportional transaction costs."

Luciano Campi, Mark P. Owen (2011)

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DOI: 10.1007/S00780-010-0125-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Luciano Campi, Mark P. Owen:
Multivariate utility maximization with proportional transaction costs. Finance Stochastics 15(3): 461-499 (2011)

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