Login (DCU Staff Only)
Login (DCU Staff Only)

DORAS | DCU Research Repository

Explore open access research and scholarly works from DCU

Advanced Search

Browse by Author

[Atom feed] Atom [RSS feed] RSS 1.0 [RSS2 feed] RSS 2.0
Group by: Date | No Grouping
Number of items: 2.

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) Worst-case portfolio optimization with proportional transaction costs. Stochastics An International Journal of Probability and Stochastic Processes, 87 (4). pp. 623-663. ISSN 1744-2516

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) On the uniqueness of unbounded viscosity solutions arising in an optimal terminal wealth problem with transaction costs. SIAM Journal on Control and Optimization (SICON), 53 (5). pp. 2878-2897. ISSN 0363-0129

This list was generated on Sun Dec 22 04:14:55 2024 UTC.