Optimal trading of a security when there are taxes and transaction costs
| Year of publication: |
1999
|
|---|---|
| Authors: | Cadenillas, Abel ; Pliska, Stanley R. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 3.1999, 2, p. 137-166
|