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Robust utility maximisation in markets with transaction costs

Chau, Ngoc Huy and Rásonyi, Miklós (2019) Robust utility maximisation in markets with transaction costs. FINANCE AND STOCHASTICS, 23 (3). pp. 677-696. ISSN 0949-2984

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Item Type: Article
Subjects: Q Science / természettudomány > QA Mathematics / matematika
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 05 Sep 2019 07:38
Last Modified: 05 Sep 2019 07:38
URI: http://real.mtak.hu/id/eprint/98615

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