Optimal investment with transaction costs and stochastic volatility. I: Infinite horizon (Q4596857)
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scientific article; zbMATH DE number 6817042
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| English | Optimal investment with transaction costs and stochastic volatility. 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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0.901554524898529
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0.8260264992713928
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0.8233683705329895
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0.8210380673408508
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0.8168502449989319
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