Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937): Difference between revisions
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Revision as of 10:38, 30 July 2024
scientific article; zbMATH DE number 7010451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon |
scientific article; zbMATH DE number 7010451 |
Statements
Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (English)
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1 February 2019
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transaction costs
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optimal investment
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asymptotic analysis
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utility maximization
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stochastic volatility
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