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"Optimal trading of a security when there are taxes and transaction costs."

Abel Cadenillas, Stanley R. Pliska (1999)

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DOI: 10.1007/S007800050055

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/CadenillasP99
Abel Cadenillas, Stanley R. Pliska:
Optimal trading of a security when there are taxes and transaction costs. Finance Stochastics 3(2): 137-165 (1999)

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