Asymptotic methods for transaction costs
Year of publication: |
2024
|
---|---|
Authors: | Mayerhofer, Eberhard |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 4, Art.-No. 64, p. 1-32
|
Subject: | asymptotics | portfolio choice | reflected diffusions | shadow prices | transaction costs | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Opportunitätskosten | Opportunity cost |
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