Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
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Date
2016-10-13Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversityOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Funding
153555 - Martingale Optimal Transport and Robust Hedging (SNF)
Related publications and datasets
Is original form of: http://hdl.handle.net/20.500.11850/227039
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ETH Bibliography
yes
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