Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2011
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/20994 |
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| Institution: | National University of Singapore |
| Language: | English |