Albert Altarovici, Max Reppen, H. Mete Soner. Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. SIAM J. Control and Optimization, 55(3):1673-1710, 2017. [doi]
@article{AltaroviciRS17,
title = {Optimal Consumption and Investment with Fixed and Proportional Transaction Costs},
author = {Albert Altarovici and Max Reppen and H. Mete Soner},
year = {2017},
doi = {10.1137/15M1053633},
url = {https://doi.org/10.1137/15M1053633},
researchr = {https://researchr.org/publication/AltaroviciRS17},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {55},
number = {3},
pages = {1673-1710},
}