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Title:
Market equilibrium under proportional transaction costs in a stochastic factor model

Speaker:
Mihail Zervos

Link:
http://www.birs.ca/events/2023/5-day-workshops/23w5011/videos/watch/202305030905-Zervos.html

Workshop:
Birs- 23w5011: Applications of Stochastic Control to Finance and Economics