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Optimal stochastic intervention control with application to the exchange rate
Mundaca, B. Gabriela - In: Journal of mathematical economics 29 (1998) 2, pp. 225-243
Persistent link: https://www.econbiz.de/10001241717
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Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.; Øksendal, Bernt K.; Sulem, Agnès - In: Journal of mathematical economics 35 (2001) 2, pp. 233-257
Persistent link: https://www.econbiz.de/10001567651
Cover Image
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr; Øksendal, Bernt; Sulem, Agnès - In: Journal of mathematical economics 35 (2001) 2, pp. 233-258
Persistent link: https://www.econbiz.de/10006040114
Cover Image
Optimal stochastic intervention control with application to the exchange rate
Mundaca, Gabriela; Øksendal, Bernt - In: Journal of mathematical economics 29 (1998) 2, pp. 223
Persistent link: https://www.econbiz.de/10006056815