Portfolio Optimization in a Lévy Market with Intertemporal Substitution and Transaction Costs

Research report

Åpne

Portfolio optimization in a Levy market with intertemporal substitution and transaction costs.pdf (36.52Mb)

Permanent lenke

https://hdl.handle.net/1956/19544

Utgivelsesdato

2000-05

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Samlinger

• Department of Mathematics [1001]

Utgiver

Department of Mathematics, University of Bergen

Serie

Department of Applied Mathematics report
145

Opphavsrett

Copyright the Department of Mathematics, University of Bergen