PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC...

Mathematical Finance 1995 Vol. 5; Iss. 4

PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL

C. Atkinson, P. Wilmott
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Volume:
5
Year:
1995
Language:
english
Pages:
11
DOI:
10.1111/j.1467-9965.1995.tb00072.x
File:
PDF, 378 KB
english, 1995
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