Stopping Problems of Certain Multiplicative Functionals and Optimal Investment with Transaction Costs

✍ Scribed by Hideo Nagai

• Publisher: Springer
• Year: 2006
• Tongue: English
• Weight: 256 KB
• Volume: 55
• Category: Article
• ISSN: 0095-4616
• DOI: 10.1007/s00245-006-0868-2