Small-cost asymptotics for long-term growth rates in incomplete markets

Melnyk, YSeifried, FT2018-11-082018-11-082018-11-08201810.1111/mafi.12152https://infoscience.epfl.ch/handle/20.500.14299/150960WOS:000427584600008Small-cost asymptotics for long-term growth rates in incomplete marketstext::journal::journal article::research article