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Consumption-investment optimization problem in a Lévy financial model with transaction costs

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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-01103070
Contributor : Emmanuel Lépinette Connect in order to contact the contributor
Submitted on : Wednesday, January 14, 2015 - 8:50:33 AM
Last modification on : Tuesday, January 18, 2022 - 3:23:28 PM

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  • HAL Id : hal-01103070, version 1

Citation

Yuri Kabanov, Emmanuel Lépinette, Dimitri de Vallière. Consumption-investment optimization problem in a Lévy financial model with transaction costs. 2015. ⟨hal-01103070⟩

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