Convergence of optimal strategies under proportional transaction costs (Q3534753)
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scientific article; zbMATH DE number 5361731
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| default for all languages | No label defined |
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| English | Convergence of optimal strategies under proportional transaction costs |
scientific article; zbMATH DE number 5361731 |
Statements
4 November 2008
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utility maximization
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optimal strategies
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transaction costs
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strategies convergence
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strictly convex costs
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0.9084057807922364
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0.8565396666526794
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0.8322777152061462
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0.8298235535621643
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0.8279905915260315
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