A spectral method for an Optimal Investment problem with transaction costs under Potential Utility

  1. de Frutos, J.
  2. Gatón, V.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2017

Volume: 319

Pages: 262-276

Type: Article

DOI: 10.1016/J.CAM.2017.01.015 GOOGLE SCHOLAR