Consumption-investment problem with transaction costs for Lévy-driven price processes
De Vallière, Dimitri, Kabanov, Yuri, Lépinette, EmmanuelVolume:
20
Langue:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-016-0303-5
Date:
July, 2016
Fichier:
PDF, 1.44 MB
english, 2016