On Transaction-Cost Models in Continuous-Time Markets
Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-04-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | http://www.mdpi.com/2227-7072/3/2/102 |