Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370): Difference between revisions

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Revision as of 14:48, 21 February 2024

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Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem
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    Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (English)
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    5 October 2012
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    optimal investment
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    transaction costs
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    double obstacle problem
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    stochastic control
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    exponential utility function
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