@misc
{TN_libero_mab2,
author = {
Melnyk, Yaroslav
Korn, Ralf
},
title = {
Portfolio Optimization and Stochastic Control under Transaction Costs
},
publisher = {Technische Universität Kaiserslautern},
keywords = {
Stochastic Impulse Control
,
Transaction Costs
,
Quasi-Variational Inequalities
,
Regime Shifts
,
Asymptotic Expansion
,
Leading-Order Optimality
,
Pathwise Optimality
,
Hochschulschrift
},
year = {2015},
address = {
Kaiserslautern
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}