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"Transaction Costs, Shadow Prices, and Duality in Discrete Time."
Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer (2014)
- Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer:
Transaction Costs, Shadow Prices, and Duality in Discrete Time. SIAM J. Financial Math. 5(1): 258-277 (2014)
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