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

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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}}