scientific article; zbMATH DE number 5052226
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Publication:5486564
zbMath1191.91055MaRDI QIDQ5486564
Publication date: 11 September 2006
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789812702852/9789812702852_0007.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic models in economics (91B70) Utility theory (91B16) Optimal stochastic control (93E20) Portfolio theory (91G10)
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Optimal multivariate financial decision making ⋮ Multivariate utility maximization with proportional transaction costs ⋮ A note on utility-based pricing in models with transaction costs
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