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Optimal stochastic intervention control with application to the exchange rate
Mundaca, Gabriela
;
Oksendal, Bernt
- In:
Journal of Mathematical Economics
29
(
1998
)
2
,
pp. 225-243
Persistent link: https://www.econbiz.de/10005521003
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Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
;
Oksendal, Bernt
;
Sulem, Agnes
- In:
Journal of Mathematical Economics
35
(
2001
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10005374276
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