Asymptotics for fixed transaction costs.
Autor: | Altarovici, Albert1 albert.altarovici@math.ethz.ch, Muhle-Karbe, Johannes1 johannes.muhle-karbe@math.ethz.ch, Soner, Halil1 hmsoner@ethz.ch |
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Zdroj: | Finance & Stochastics. Apr2015, Vol. 19 Issue 2, p363-414. 52p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |