Odious
发表于 2025-3-21 17:33:17
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不能妥协
发表于 2025-3-21 23:45:14
Janet L. Young,Edward D. LemaireIn this note we show that this continues to hold in a Black-Scholes-type market with proportional transaction costs.We heavily rely on results from Gerhold et al. (Financ Stochast 17:325–354 2013 [.]), who determine a portfolio maximizing the . long-term growth rate of wealth in the same setup.
NIL
发表于 2025-3-22 02:57:35
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finite
发表于 2025-3-22 04:49:18
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减弱不好
发表于 2025-3-22 11:47:04
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售穴
发表于 2025-3-22 16:16:16
https://doi.org/10.1007/978-3-319-45875-591G20, 91G30, 91G70, 60G44, 60G51; advanced stochastic models; mathematical finance; option pricing and
agonist
发表于 2025-3-22 18:01:29
978-3-319-83390-3Springer International Publishing Switzerland 2016
公理
发表于 2025-3-23 00:23:20
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滔滔不绝地讲
发表于 2025-3-23 04:04:13
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影响
发表于 2025-3-23 05:54:06
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