OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL

Bachelor's

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Bibliographic Details
Main Author: ZHANG XIAOOU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203048
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2030482021-10-13T01:07:55Z OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL ZHANG XIAOOU MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T00:46:45Z 2021-10-13T00:46:45Z 2009 ZHANG XIAOOU (2009). OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203048
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
ZHANG XIAOOU
author ZHANG XIAOOU
spellingShingle ZHANG XIAOOU
OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
author_sort ZHANG XIAOOU
title OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
title_short OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
title_full OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
title_fullStr OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
title_full_unstemmed OPTIMAL INVESTMENT WITH TRANSACTION COSTS IN JUMP DIFFUSION MODEL
title_sort optimal investment with transaction costs in jump diffusion model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203048
_version_ 1715201213254860800