Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:18, 7 February 2024
scientific article; zbMATH DE number 6817042
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon |
scientific article; zbMATH DE number 6817042 |
Statements
Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (English)
0 references
11 December 2017
0 references
transaction costs
0 references
optimal investment
0 references
asymptotic analysis
0 references
utility maximization
0 references
stochastic volatility
0 references