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Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Yan, Dong, Zhou, Ke, Wang, Zirun, He, Xin-Jiang
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	Acceder al recurso
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