Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2001
ISSN: 0304-4068
DOI: 10.1016/s0304-4068(00)00067-7