"Optimal Investment with Transaction Costs and Stochastic Volatility Part ..."

Maxim Bichuch, Ronnie Sircar (2019)

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DOI: 10.1137/18M1208459

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type: Journal Article

metadata version: 2023-11-12

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Maxim Bichuch, Ronnie Sircar:
Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon. SIAM J. Control. Optim. 57(1): 437-467 (2019)

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