Consumption-investment problem with transaction costs for Lévy-driven price processes
Crossref DOI link: https://doi.org/10.1007/s00780-016-0303-5
Published Online: 2016-06-03
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
De Vallière, Dimitri
Kabanov, Yuri
Lépinette, Emmanuel
License valid from 2016-06-03