Dual formulation of the utility maximisation problem under transaction costs

Griselda Deelstra, Huyên Pham and Nizar Touzi

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2001
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Citations: View citations in EconPapers (41)

Published in: Annals of Applied Probability (2001) v.11 n° 4,p.1353-1383

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