Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667): Difference between revisions
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| Property / author: Ding Jun Yao / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author: Ding Jun Yao / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / full work available at URL: https://doi.org/10.3934/jimo.2015.11.461 / rank | |||
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| Property / OpenAlex ID: W2021900981 / rank | |||
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Latest revision as of 03:15, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission |
scientific article |
Statements
Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (English)
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3 February 2015
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dividend payment
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capital injection
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transaction costs
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geometric Brownian motion
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optimal strategy
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