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

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin
Research report
Thumbnail
View/Open
URI
https://hdl.handle.net/1956/19544
Date
2000-05
Metadata
Show full item record
Collections
Publisher
Department of Mathematics, University of Bergen
Series
Department of Applied Mathematics report
145
Copyright
Copyright the Department of Mathematics, University of Bergen