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"Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit."
Erhan Bayraktar et al. (2022)
- Erhan Bayraktar
, Christoph Belak, Sören Christensen
, Frank Thomas Seifried:
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. SIAM J. Control. Optim. 60(5): 2712-2736 (2022)
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