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Items where Author is "Peyre, Rémi"

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Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian (2018) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. Finance and Stochastics, 22 (1). pp. 161-180. ISSN 0949-2984

This list was generated on Wed Jul 17 23:56:02 2024 BST.