✦ LIBER ✦
Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem
✍ Scribed by Qun-fang Bao; Jing-yang Yang; Chao Sun; Sheng-hong Li
- Book ID
- 113089955
- Publisher
- SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
- Year
- 2011
- Tongue
- English
- Weight
- 311 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1005-1031
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