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Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem
  • ISSN号：0022-0396
  • 期刊名称：Journal of Differential Equations
  • 时间：0
  • 页码：1445-1469
  • 语言：英文
  • 相关项目：金融数学中的自由边界问题
作者： Yi, Fahuai|Dai, Min|
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