Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437)
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scientific article; zbMATH DE number 7743089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of long‐term investment with two illiquid and correlated assets |
scientific article; zbMATH DE number 7743089 |
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Asymptotic analysis of long‐term investment with two illiquid and correlated assets (English)
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28 September 2023
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asymptotic expansion
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correlation
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multiple assets
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transaction costs
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