Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857)
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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)
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11 December 2017
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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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