"Optimal Consumption and Portfolio with Both Fixed and Proportional ..."

Bernt Øksendal, Agnès Sulem (2002)

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DOI: 10.1137/S0363012900376013

access: closed

type: Journal Article

metadata version: 2020-07-09

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Bernt Øksendal, Agnès Sulem:
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs. SIAM J. Control. Optim. 40(6): 1765-1790 (2002)

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