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1 Ergebnisse
1
Optimal Investment with Transaction Costs and Stochastic Vo..:
Bichuch, Maxim
;
Sircar, Ronnie
SIAM Journal on Control and Optimization. 57 (2019) 1 - p. 437-467 , 2019
Link:
https://doi.org/10.1137/18m1208459
RT Journal T1 <Title>Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_18m1208459&Exemplar=1&LAN=DE A1 Bichuch, Maxim A1 Sircar, Ronnie PB Society for Industrial & Applied Mathematics (SIAM) YR 2019 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 57 IS 1 SP 437 OP 467 LK http://dx.doi.org/https://doi.org/10.1137/18m1208459 DO https://doi.org/10.1137/18m1208459 SF ELIB - SuUB Bremen
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