Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096): Difference between revisions

@@ Property / DOI @@
-.1016/j.jde.2008.11.003
@@ Property / DOI: 10.1016/j.jde.2008.11.003 / rank @@
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@@ Property / cites work @@
+On an Investment-Consumption Model with Transaction Costs
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+Some solvable stochastic control problemst<sup>†</sup>
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+Utility maximization on the real line under proportional transaction costs
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+Finite Horizon Optimal Investment and Consumption with Transaction Costs
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+.1016/J.JDE.2008.11.003
@@ Property / DOI: 10.1016/J.JDE.2008.11.003 / rank @@
+Normal rank