Optimal consumption and investment under transaction costs*
| Year of publication: |
2018
|
|---|---|
| Authors: | Hobson, David ; Tse, Alex S. L. ; Zhu, Yeqi |
| Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 2 (07.08.), p. 483-506
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12187 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095159