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VOL. 41 | 2003 Singular stochastic control in optimal investment and hedging in the presence of transaction costs
Chapter Author(s) Tze Leung Lai, Tiong Wee Lim
Editor(s) Krishna Athreya, Mukul Majumdar, Madan Puri, Edward Waymire
IMS Lecture Notes Monogr. Ser., 2003: 209-227 (2003) DOI: 10.1214/lnms/1215091666
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