Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
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Author / Producer
Date
2016-10-13
Publication Type
Working Paper
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
Pages / Article No.
1610.03958
Publisher
Cornell University
Event
Edition / version
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Geographic location
Date collected
Date created
Subject
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Funding
153555 - Martingale Optimal Transport and Robust Hedging (SNF)
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