A spectral method for an Optimal Investment problem with Transaction Costs under Potential Utility. (arXiv:1612.09469v1 [q-fin.CP])

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Language: English
Channel Number: 73226776
Article Number: 1218
Date: January 1, 2017, 5:44 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/781476/a-spectral-method-for-an-optimal-investment-problem-with-transaction-costs-under-potential-utility-arxiv161209469v1-qfincp
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