Utility maximization trading two futures with transaction costs (Q2873119)
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scientific article; zbMATH DE number 6249454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization trading two futures with transaction costs |
scientific article; zbMATH DE number 6249454 |
Statements
23 January 2014
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transaction costs
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optimal control
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asymptotic analysis
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utility maximization
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Utility maximization trading two futures with transaction costs (English)
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