Optimal investment with operating costs proportional to the capital portfolio (Q4375228)
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scientific article; zbMATH DE number 1111353
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment with operating costs proportional to the capital portfolio |
scientific article; zbMATH DE number 1111353 |
Statements
Optimal investment with operating costs proportional to the capital portfolio (English)
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1 February 1998
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optimal investment strategy
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stochastic differential equations
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Wiener processes
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