검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Growth Optimal Portfolio Selection Under Proportional Transaction Costs with Obligatory Diversification Duncan T, Duncan BP, Stettner L Applied Mathematics and Optimization, 63(1), 107, 2011 |
| 2 |
PENALTY METHOD FOR FINITE HORIZON STOPPING PROBLEMS Stettner L SIAM Journal on Control and Optimization, 49(3), 1078, 2011 |