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Application of stochastic control to portfolio selection with transaction costs

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https://hal.inria.fr/inria-00075497
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 6:20:44 PM
Last modification on : Thursday, February 11, 2021 - 2:50:07 PM
Long-term archiving on: : Tuesday, April 12, 2011 - 11:22:58 PM

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  • HAL Id : inria-00075497, version 1

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Agnès Sulem. Application of stochastic control to portfolio selection with transaction costs. [Research Report] RR-1062, INRIA. 1989. ⟨inria-00075497⟩

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