"Optimal consumption and investment problems under GARCH with transaction ..."

Zhiping Chen, K. C. Yuen (2005)

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DOI: 10.1007/S001860400396

access: closed

type: Journal Article

metadata version: 2020-03-03

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Zhiping Chen, K. C. Yuen:
Optimal consumption and investment problems under GARCH with transaction costs. Math. Methods Oper. Res. 61(2): 219-237 (2005)

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