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"Balancing Small Transaction Costs with Loss of Optimal Allocation in ..."

Jonathan Goodman, Daniel N. Ostrov (2010)

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DOI: 10.1137/07070334X

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - journals/siamam/GoodmanO10
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  - https://dblp.org/rec/journals/siamam/GoodmanO10
Jonathan Goodman, Daniel N. Ostrov:
Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies. SIAM J. Appl. Math. 70(6): 1977-1998 (2010)

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