Optimal consumption and investment problems under GARCH with transaction costs
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Publication:1781142
DOI10.1007/s001860400396zbMath1111.91015OpenAlexW2049550762MaRDI QIDQ1781142
Publication date: 16 June 2005
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860400396
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