Stefano Baccarin, Daniele Marazzina. Optimal impulse control of a portfolio with a fixed transaction cost. CEJOR, 22(2):355-372, 2014. [doi]
@article{BaccarinM14,
title = {Optimal impulse control of a portfolio with a fixed transaction cost},
author = {Stefano Baccarin and Daniele Marazzina},
year = {2014},
doi = {10.1007/s10100-013-0304-9},
url = {http://dx.doi.org/10.1007/s10100-013-0304-9},
researchr = {https://researchr.org/publication/BaccarinM14},
cites = {0},
citedby = {0},
journal = {CEJOR},
volume = {22},
number = {2},
pages = {355-372},
}