Jonathan Goodman, Daniel N. Ostrov. Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies. SIAM Journal of Applied Mathematics, 70(6):1977-1998, 2010. [doi]
@article{GoodmanO10,
title = {Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies},
author = {Jonathan Goodman and Daniel N. Ostrov},
year = {2010},
doi = {10.1137/07070334X},
url = {http://dx.doi.org/10.1137/07070334X},
researchr = {https://researchr.org/publication/GoodmanO10},
cites = {0},
citedby = {0},
journal = {SIAM Journal of Applied Mathematics},
volume = {70},
number = {6},
pages = {1977-1998},
}