Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680903460150 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2108284982 / rank | |||
Normal rank | |||
Revision as of 22:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in the foreign exchange market with proportional transaction costs |
scientific article |
Statements
Optimal investment in the foreign exchange market with proportional transaction costs (English)
0 references
9 June 2011
0 references
applied mathematical finance
0 references
consumption-portfolio choice
0 references
continuous time dynamic finance
0 references
control of stochastic systems
0 references
