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VOL. 41 | 2003 Singular stochastic control in optimal investment and hedging in the presence of transaction costs
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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