A note on utility maximization with transaction costs and random endoment: numéraire-based model and convex duality - 惯性聚合

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A note on utility maximization with transaction costs and random endoment: numéraire-based model and convex duality

Lingqi Gu, Yiqing Lin, Junjian Yang · 2016-02-03 · via math.PR updates on arXiv.org

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