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N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
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N°16-71: Convex Duality with Transaction Costs, Y. Dolinsky and M. Soner, 2016.
Author
Halil Mete Soner
,
and Y. Dolinsky
Date
14 Dec. 2016
Category
Working Papers
Link
https://papers.ssrn.com/abstract=2881309
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