Original language | English |
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Pages (from-to) | 1445-1469 |
Number of pages | 25 |
Journal | Journal of Differential Equations |
Volume | 246 |
Issue number | 4 |
DOIs | |
Publication status | Published - 15 Feb 2009 |
Finite horizon optimal investment with transaction costs: a parabolic double obstacle problem
Min Dai, Fahuai Yi
Research output: Journal article publication › Journal article › Academic research › peer-review