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Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients

JOURNAL ARTICLE published 9 February 2023 in Kybernetika

Authors: Petr Dostál

Log-optimal investment in the long run with proportional transaction costs when using shadow prices

JOURNAL ARTICLE published 24 October 2015 in Kybernetika

Authors: Petr Dostál | Jana Klůjová