Multistage Investments with Recourse: A Single-Asset Case with Transaction Costs

  • Authors: U. Topcu, G. Calafiore and L. El Ghaoui.

  • Status: In Proc. Conference on Decision and Control, December 2008.

  • Abstract:

  • Bibtex reference:

@conference{TCE:08,
	Author = {U. Topcu and G. Calafiore and L. El Ghaoui},
	Booktitle = {Proc. Conference on Decision and Control},
	Month = {December},
	Title = {Multistage Investments with Recourse:
A Single-Asset Case with Transaction Costs},
	Year = {2008}}