Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Penalty methods for continuous-time portfolio selection with proportional transaction costs |
scientific article; zbMATH DE number 6287655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty methods for continuous-time portfolio selection with proportional transaction costs |
scientific article; zbMATH DE number 6287655 |
Statements
Penalty methods for continuous-time portfolio selection with proportional transaction costs (English)
0 references
23 April 2014
0 references
