• Media type: E-Article
  • Title: Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon
  • Contributor: Bichuch, Maxim; Sircar, Ronnie
  • imprint: Society for Industrial & Applied Mathematics (SIAM), 2019
  • Published in: SIAM Journal on Control and Optimization
  • Language: English
  • DOI: 10.1137/18m1208459
  • ISSN: 0363-0129; 1095-7138
  • Keywords: Applied Mathematics ; Control and Optimization
  • Origination:
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