Optimal impulse control of a portfolio with a fixed transaction cost
2013 ◽
Vol 22
(2)
◽
pp. 355-372
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1977 ◽
Vol 15
(1)
◽
pp. 79-91
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2013 ◽
Vol 8
(6)
◽
pp. 855-863
2018 ◽
Vol 6
(0)
◽
pp. 45-63
Keyword(s):
2019 ◽
Vol 57
(4)
◽
pp. 2720-2752
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2012 ◽
Vol 450-451
◽
pp. 46-55