Trading Regions Under Proportional Transaction Costs
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Publication:5391859
DOI10.1007/978-3-540-69995-8_89zbMath1209.91149OpenAlexW1560365376MaRDI QIDQ5391859
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_89
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimal stochastic control (93E20) Portfolio theory (91G10)
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