검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
OPTIMAL INVESTMENT WITH TRANSACTION COSTS AND STOCHASTIC VOLATILITY PART II: FINITE HORIZON Bichuch M, Sircar R SIAM Journal on Control and Optimization, 57(1), 437, 2019 |
| 2 |
OPTIMAL INVESTMENT WITH TRANSACTION COSTS AND STOCHASTIC VOLATILITY PART I: INFINITE HORIZON Bichuch M, Sircar R SIAM Journal on Control and Optimization, 55(6), 3799, 2017 |