Work

Online Appendix: Portfolio Selection with Transaction Costs and Jump Diffusion Asset Dynamics I and II

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2780587

Authors: Michal Czerwonko, Stylianos Perrakis

Institutions: Nazarbayev University, Concordia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2507871586

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