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"Optimal Consumption and Investment with Fixed and Proportional Transaction ..."

Albert Altarovici, A. Max Reppen, H. Mete Soner (2017)

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DOI: 10.1137/15M1053633

access: closed

type: Journal Article

metadata version: 2023-11-12

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Albert Altarovici, A. Max Reppen, H. Mete Soner:
Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. SIAM J. Control. Optim. 55(3): 1673-1710 (2017)

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