Penalty methods for continuous-time portfolio selection with proportional transaction costs

DOI10.21314/JCF.2010.221zbMath1284.91515OpenAlexW3124656020MaRDI QIDQ5411501

Yifei Zhong, Min Dai

Publication date: 23 April 2014

Published in: The Journal of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21314/jcf.2010.221

Mathematics Subject Classification ID

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