Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs

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Publication:4537810

DOI10.1137/S0363012900376013zbMath1102.91054OpenAlexW1981365697MaRDI QIDQ4537810

Agnès Sulem, Bernt Øksendal

Publication date: 23 June 2002

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012900376013




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