𝔖 Bobbio Scriptorium

✦ LIBER ✦

An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs

✍ Scribed by Calafiore, Giuseppe Carlo

Book ID: 115490064
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 300 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/080723776

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[IEEE 37th IEEE Conference on Decision a

[IEEE 37th IEEE Conference on Decision and Control - Tampa, FL, USA (16-18 Dec. 1998)] Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) - Optimal stopping theory for an investment problem with taxes and transaction costs

✍ Cadenillas, A.; Pliska, S.R. 📂 Article 📅 1998 🏛 IEEE 🌐 English ⚖ 470 KB