Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540)
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scientific article; zbMATH DE number 7655865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients |
scientific article; zbMATH DE number 7655865 |
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Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (English)
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21 February 2023
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small transaction costs
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logarithmic utility function
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non-constant coefficients
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