On discrete probability approximations for transaction cost problems
Nabeel Butt
| Year of publication: |
2019
|
|---|---|
| Authors: | Butt, Nabeel |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 3, p. 365-389
|
| Subject: | Dynamic portfolio management | Transaction cost | Dynamic programming | Discrete probability approximations | Stochastic optimal control | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Dynamische Optimierung | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-019-09270-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012309693