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

@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+Q91
@@ Property / Mathematics Subject Classification ID: 35Q91 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6090915
@@ Property / zbMATH DE Number: 6090915 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+double obstacle problem
@@ Property / zbMATH Keywords: double obstacle problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic control
@@ Property / zbMATH Keywords: stochastic control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential utility function
@@ Property / zbMATH Keywords: exponential utility function / rank @@
+Normal rank

Revision as of 10:59, 30 June 2023