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Albert Altarovici
Publication Activity (10 Years)
Years Active: 2015-2017
Publications (10 Years): 2
Top Topics
Real Option
Markov Chain
Transaction Costs
Portfolio Management
Top Venues
Finance Stochastics
SIAM J. Control. Optim.
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Publications
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Albert Altarovici
,
A. Max Reppen
,
H. Mete Soner
Optimal Consumption and Investment with Fixed and Proportional Transaction Costs.
SIAM J. Control. Optim.
55 (3) (2017)
Albert Altarovici
,
Johannes Muhle-Karbe
,
Halil Mete Soner
Asymptotics for fixed transaction costs.
Finance Stochastics
19 (2) (2015)