Optimal portfolio policies under fixed and proportional transaction costs
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Publication:5480002
DOI10.1239/aap/1151337074zbMath1125.60005MaRDI QIDQ5480002
Publication date: 25 July 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1151337074
62H11: Directional data; spatial statistics
60D05: Geometric probability and stochastic geometry
92C55: Biomedical imaging and signal processing
44A12: Radon transform
58J65: Diffusion processes and stochastic analysis on manifolds
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