Utility maximization in markets with bid-ask spreads

Author： Castaneda-Leyva Netzahualcoyotl   Hernandez-Hernandez Daniel  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.83, Iss.1, 2011-02, pp. : 17-43

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