Optimal trading strategies with transaction costs paid only for the first stock
Acta Universitatis Carolinae. Mathematica et Physica, Tome 47 (2006) no. 2, pp. 43-72
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MR ZblDostál, Petr. Optimal trading strategies with transaction costs paid only for the first stock. Acta Universitatis Carolinae. Mathematica et Physica, Tome 47 (2006) no. 2, pp. 43-72. http://geodesic.mathdoc.fr/item/AUCMP_2006_47_2_a4/
@article{AUCMP_2006_47_2_a4,
author = {Dost\'al, Petr},
title = {Optimal trading strategies with transaction costs paid only for the first stock},
journal = {Acta Universitatis Carolinae. Mathematica et Physica},
pages = {43--72},
year = {2006},
volume = {47},
number = {2},
mrnumber = {2512173},
zbl = {1156.91366},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AUCMP_2006_47_2_a4/}
}
TY - JOUR AU - Dostál, Petr TI - Optimal trading strategies with transaction costs paid only for the first stock JO - Acta Universitatis Carolinae. Mathematica et Physica PY - 2006 SP - 43 EP - 72 VL - 47 IS - 2 UR - http://geodesic.mathdoc.fr/item/AUCMP_2006_47_2_a4/ LA - en ID - AUCMP_2006_47_2_a4 ER -