• Media type: E-Article
  • Title: Penalty Methods for Continuous-Time Portfolio Selection with Proportional Transaction Costs
  • Contributor: Dai, Min; Zhong, Yifei
  • imprint: Elsevier BV, 2008
  • Published in: SSRN Electronic Journal (2008)
  • Language: English
  • DOI: 10.2139/ssrn.1210105
  • ISSN: 1556-5068
  • Origination:
  • Footnote: