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Albert Altarovici

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2010 – 2019

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2017
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  - journals/siamco/AltaroviciRS17
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Albert Altarovici, A. Max Reppen, H. Mete Soner:
Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. SIAM J. Control. Optim. 55(3): 1673-1710 (2017)
2015
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Albert Altarovici, Johannes Muhle-Karbe, Halil Mete Soner:
Asymptotics for fixed transaction costs. Finance Stochastics 19(2): 363-414 (2015)

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