A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
作者： Michael Taksar , Michael J. Klass , David Assaf
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摘要: … The use of geometric Brownian motion to model … diffusion models later became widely accepted through the work of Merton (see [17] for example) and it was precisely the market model …
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sci-hub.se 参考文章(18)
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