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Application of stochastic control to portfolio selection with transaction costs
Résumé : Résumé disponible dans les fichiers attachés
https://hal.inria.fr/inria-00075497
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 6:20:44 PM
Last modification on : Friday, February 4, 2022 - 3:15:23 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 11:22:58 PM
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 6:20:44 PM
Last modification on : Friday, February 4, 2022 - 3:15:23 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 11:22:58 PM