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Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
;
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001567651
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2
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr
;
Øksendal, Bernt
;
Sulem, Agnès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10006040114
Saved in:
3
Optimal stochastic intervention control with application to the exchange rate
Mundaca, B. Gabriela
- In:
Journal of mathematical economics
29
(
1998
)
2
,
pp. 225-243
Persistent link: https://www.econbiz.de/10001241717
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