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"Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit."

Erhan Bayraktar et al. (2022)

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DOI: 10.1137/21M1462179

access: closed

type: Journal Article

metadata version: 2024-10-06

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  - https://dblp.org/rec/journals/siamco/BayraktarBCS22
Erhan Bayraktar, Christoph Belak, Sören Christensen, Frank Thomas Seifried:
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. SIAM J. Control. Optim. 60(5): 2712-2736 (2022)

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