Iñigo Arregui, Carlos Vázquez. Numerical solution of an optimal investment problem with proportional transaction costs. J. Computational Applied Mathematics, 236(12):2923-2937, 2012. [doi]
@article{ArreguiV12,
title = {Numerical solution of an optimal investment problem with proportional transaction costs},
author = {Iñigo Arregui and Carlos Vázquez},
year = {2012},
doi = {10.1016/j.cam.2012.01.029},
url = {http://dx.doi.org/10.1016/j.cam.2012.01.029},
researchr = {https://researchr.org/publication/ArreguiV12},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {236},
number = {12},
pages = {2923-2937},
}