"Consumption-investment problem with transaction costs for ..."

Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette (2016)

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DOI: 10.1007/S00780-016-0303-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette:
Consumption-investment problem with transaction costs for Lévy-driven price processes. Finance Stochastics 20(3): 705-740 (2016)

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