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"Parameter continuity of the ergodic cost for a growth optimal portfolio ..."

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner (2008)

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DOI: 10.1109/CDC.2008.4739165

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cdc/DuncanPS08
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Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. CDC 2008: 4275-4279

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