Publications
Article · Quarterly Journal of Finance · January 1, 2016
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution
Michal Czerwonko, Stylianos Perrakis
Stochastic processes and financial applicationsRisk and Portfolio OptimizationFinancial Markets and Investment Strategiesportfolio optimizationtransaction costsjump diffusion
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