Two methods for optimal investment with trading strategies of finite variation (Q2909351)
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scientific article; zbMATH DE number 6074154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two methods for optimal investment with trading strategies of finite variation |
scientific article; zbMATH DE number 6074154 |
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Two methods for optimal investment with trading strategies of finite variation (English)
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30 August 2012
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single-period dynamic optimization
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differentiable trading strategies
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eventual proportional transaction cost
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