Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
| Year of publication: |
2001
|
|---|---|
| Authors: | Framstad, Nils Chr. ; Oksendal, Bernt ; Sulem, Agnes |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 35.2001, 2, p. 233-257
|
| Publisher: |
Elsevier |