Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Nils Chr. Framstad; Bernt Øksendal; Agnès Sulem
| Year of publication: |
2001
|
|---|---|
| Authors: | Framstad, Nils Chr. ; Øksendal, Bernt K. ; Sulem, Agnès |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 35.2001, 2, p. 233-257
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| Subject: | Portfolio-Management | Portfolio selection | Nachfragetheorie des Haushalts | Consumer demand theory | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of mathematical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001567651