Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
| Year of publication: |
2001
|
|---|---|
| Authors: | Framstad, Nils Chr ; Øksendal, Bernt ; Sulem, Agnès |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 2176257. - Vol. 35.2001, 2, p. 233-258
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