Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs

Abstract

Theme 4 - Simulation et optimisation de systemes complexes - Projet MathfiSIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.1999 n.3749 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc