Asymptotics for fixed transaction costs

Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner. Asymptotics for fixed transaction costs. Finance and Stochastics, 19(2):363-414, 2015. [doi]

Authors

Albert Altarovici

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Johannes Muhle-Karbe

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Halil Mete Soner

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