Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (Q4902221): Difference between revisions

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scientific article; zbMATH DE number 6130650
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Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
scientific article; zbMATH DE number 6130650

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    Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (English)
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    25 January 2013
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    transaction costs
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    optimal control
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    asymptotic analysis
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    utility maximization
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