Optimal investment in the foreign exchange market with proportional transaction costs
Year of publication: |
2010
|
---|---|
Authors: | Veraart, Luitgard |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2010, 4, p. 631-640
|
Publisher: |
Taylor & Francis Journals |
Subject: | Applied mathematical finance | Consumption-portfolio choice | Continuous time dynamic finance | Control of stochastic systems |
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