vix.ing · top · new · best · stats · spec

Lépinette, Emmanuel

  1. Consumption-Investment Problem with Transaction Costs for Lévy-Driven Price Processes
    2015/01/18 by De Vallière, Dimitri, Kabanov, Yuri, Lépinette, Emmanuel · 1 citation
    #FOS: Mathematics #G11 #G13 #Optimization and Control (math.OC)