Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(5):803-816. doi: 10.1080/17442508.2013.879142 Q30.92025

Asymptotic analysis for Merton's problem with transaction costs in power utility case

幂效用情形下带交易成本的默顿问题的渐近分析

DOI: 10.1080/17442508.2013.879142

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