On optimal terminal wealth under transaction costs

Journal of Mathematical Economics

Volumn 35, Issue 2, 2001, Pages 223-231

  Cvitanić, Jakša ^a   Wang, Hui ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b Division of Applied Mathematics   (United States)

Author keywords

Optimal terminal wealth; Random; Transactions

Indexed keywords

EID: 0042704270     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(00)00066-5     Document Type: Article

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