FTAP in finite discrete time with transaction costs by utility maximization

From MaRDI portal
Publication:2255008

DOI10.1007/s00780-014-0241-zzbMath1312.91099OpenAlexW1965889553MaRDI QIDQ2255008

Martin Smaga, Jörn Sass

Publication date: 6 February 2015

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-014-0241-z



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (1)



Cites Work


This page was built for publication: FTAP in finite discrete time with transaction costs by utility maximization