Numerical solution of an optimal investment problem with proportional transaction costs

  1. Arregui, I.
  2. Vázquez, C.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2012

Volume: 236

Issue: 12

Pages: 2923-2937

Type: Conference paper

DOI: 10.1016/J.CAM.2012.01.029 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus