Intertemporal portfolio optimization with small transaction costs and stochastic variance
| Year of publication: |
2003
|
|---|---|
| Authors: | Atkinson, C. ; Mokkhavesa, S. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 4, p. 267-302
|