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Stochastics-an international journal of probability and stochastic processes. 2011;83(1):17-43. doi: 10.1080/17442508.2010.521558 Q30.92025

Utility maximization in markets with bid–ask spreads

市场中买卖价差下的效用最大化

Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel

DOI: 10.1080/17442508.2010.521558

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期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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Utility maximization in markets with bid–ask spreads