NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION-INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
2011 ◽
Vol 23
(2)
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pp. 366-386
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Keyword(s):
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution
2016 ◽
Vol 06
(04)
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pp. 1650018
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1999 ◽
Vol 36
(1)
◽
pp. 163-178
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2004 ◽
Vol 59
(2)
◽
pp. 315-328
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2004 ◽
Vol 14
(1)
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pp. 19-48
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Keyword(s):
Keyword(s):
2005 ◽
Vol 10
(0)
◽
pp. 746-760
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2006 ◽
Vol 10
(2)
◽
pp. 276-297
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2001 ◽
Vol 53
(1)
◽
pp. 67-88
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