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"A spectral method for an Optimal Investment problem with transaction costs ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Javier de Frutos, Víctor Gatón (2017)

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DOI: 10.1016/J.CAM.2017.01.015

access: closed

type: Journal Article

metadata version: 2020-02-20

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Javier de Frutos, Víctor Gatón:
A spectral method for an Optimal Investment problem with transaction costs under Potential Utility. J. Comput. Appl. Math. 319: 262-276 (2017)

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