Impulse control of portfolios with jumps and transaction costs (Q4009175): Difference between revisions
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Revision as of 14:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse control of portfolios with jumps and transaction costs |
scientific article |
Statements
Impulse control of portfolios with jumps and transaction costs (English)
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27 September 1992
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geometric Brownian motion
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fixed and variable transaction costs
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optimal investmemt plan
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optimal solution
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numerical computation
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