Browse "MA-Journal Papers(저널논문)" by Author Jang, Bong-Gyu

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An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes

Choi, UJin; Jang, Bong-Gyu; Koo, Hyeng-Keun, APPLIED MATHEMATICS AND COMPUTATION, v.191, no.1, pp.239 - 252, 2007-08

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