A spectral method for an Optimal Investment problem with transaction costs under Potential Utility
Work
Year: 2017
Type: article
Authors Javier de Frutos, Víctor Gatón
Institution Universidad de Valladolid
Cites: 24
Cited by: 5
Related to: 10
FWCI: 0.923
Citation percentile (by year/subfield): 77.11
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
Grant IDS MTM2013-42538-P, MTM2016-78995-P