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Lépinette, Emmanuel, Vu, Duc Thinh (2023) Dynamic programming principle and computable prices in financial market models with transaction costs. Journal of Mathematical Analysis and Applications, 524 (2) 127068 doi:10.1016/j.jmaa.2023.127068

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Reference TypeJournal (article/letter/editorial)
TitleDynamic programming principle and computable prices in financial market models with transaction costs
JournalJournal of Mathematical Analysis and Applications
AuthorsLépinette, EmmanuelAuthor
Vu, Duc ThinhAuthor
Year2023 (August)Volume524
Issue2
PublisherElsevier BV
DOIdoi:10.1016/j.jmaa.2023.127068Search in ResearchGate
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Mindat Ref. ID15705824Long-form Identifiermindat:1:5:15705824:8
GUID0
Full ReferenceLépinette, Emmanuel, Vu, Duc Thinh (2023) Dynamic programming principle and computable prices in financial market models with transaction costs. Journal of Mathematical Analysis and Applications, 524 (2) 127068 doi:10.1016/j.jmaa.2023.127068
Plain TextLépinette, Emmanuel, Vu, Duc Thinh (2023) Dynamic programming principle and computable prices in financial market models with transaction costs. Journal of Mathematical Analysis and Applications, 524 (2) 127068 doi:10.1016/j.jmaa.2023.127068
In(2023, August) Journal of Mathematical Analysis and Applications Vol. 524 (2) Elsevier BV

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Wang, Chung-Lie (1986) The principle and models of dynamic programming. Journal of Mathematical Analysis and Applications, 118. 287-308 doi:10.1016/0022-247x(86)90264-7
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