Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs
Crossref DOI link: https://doi.org/10.1007/s00245-015-9311-7
Published Online: 2015-09-04
Published Print: 2016-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gaigi, M’hamed
Ly Vath, Vathana
Mnif, Mohamed
Toumi, Salwa
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