Two methods for optimal investment with trading strategies of finite variation
type: Item
instance of: scholarly article
title: Two methods for optimal investment with trading strategies of finite variation
zbMATH Open document ID: 1245.91090
author: Bujar Gashi
author: Paresh Date
published in: IMA Journal of Management Mathematics
publication date: 2012-08-30T00:00:00Z
full work available at URL: http://bura.brunel.ac.uk/handle/2438/12406
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6074154
zbMATH Keywords: single-period dynamic optimization
zbMATH Keywords: differentiable trading strategies
zbMATH Keywords: eventual proportional transaction cost
MaRDI profile type: Publication
OpenAlex ID: W2334658226
DOI: 10.1093/IMAMAN/DPR009
description: scientific article; zbMATH DE number 6074154