Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon
2019 ◽
Vol 57
(1)
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pp. 437-467
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Keyword(s):
2017 ◽
Vol 55
(6)
◽
pp. 3799-3832
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2009 ◽
Vol 48
(2)
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pp. 1134-1154
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Keyword(s):
2009 ◽
Vol 246
(4)
◽
pp. 1445-1469
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