【作者(必填)】
Duncan, T.E. ; Dept. of Math., Univ. of Kansas, Lawrence, KS, USA ;
Pasik-Duncan, B. ;
Stettner, L.
【文题(必填)】
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs
【年份(必填)】2008
【全文链接或数据库名称(选填)】
http://ieeexplore.ieee.org/xpl/l ... Farnumber%3D4739165