Optimal consumption and investment under transaction costs*
Year of publication: |
2018
|
---|---|
Authors: | Hobson, David ; Tse, Alex S. L. ; Zhu, Yeqi |
Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 2 (07.08.), p. 483-506
|
Publisher: |
Wiley |
Saved in:
Online Resource
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