MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

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Publication:4919619

DOI10.1111/j.1467-9965.2011.00498.xzbMath1272.91117OpenAlexW2117166983MaRDI QIDQ4919619

Emmanuel Lépinette

Publication date: 14 May 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2011.00498.x




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