Consumption-Investment Optimization Problem in a Lévy Financial Model with Transaction Costs
Year of publication: |
2015
|
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Authors: | Kabanov, Youri |
Other Persons: | Lepinette, Emmanuel (contributor) ; Tran, Tuan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2013 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.2334072 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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