2 results
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 197-216
- Print publication:
- March 2021
-
- Article
- Export citation
Optimal portfolio policies under fixed and proportional transaction costs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 08 September 2016, pp. 916-942
- Print publication:
- December 2006
-
- Article
-
- You have access
- Export citation