Robust utility maximisation in markets with transaction costs
Year of publication: |
2019
|
---|---|
Authors: | Chau, Huy N. ; Rásonyi, Miklós |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 3, p. 677-696
|
Subject: | Utility maximisation | Transaction cost | Model uncertainty | Theorie | Theory | Transaktionskosten | Transaction costs | Nutzen | Utility |
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