"Optimal Investment with Transaction Costs and Stochastic Volatility Part ..."

Maxim Bichuch, Ronnie Sircar (2017)

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DOI: 10.1137/140983859

access: closed

type: Journal Article

metadata version: 2020-07-09

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Maxim Bichuch, Ronnie Sircar:
Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon. SIAM J. Control. Optim. 55(6): 3799-3832 (2017)

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