Asymptotic theory of transaction costs /
A classical topic in Mathematical Finance is the theory of portfolio optimization. Robert Merton's work from the early seventies had enormous impact on academic research as well as on the paradigms guiding practitioners. One of the ramifications of this topic is the analysis of (small) proporti...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Zurich, Switzerland :
European Mathematical Society Publishing House,
[2017]
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| Series: | Zurich lectures in advanced mathematics.
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| Subjects: | |
| Online Access: | CONNECT |
