A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65M70 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6695733 / rank | |||
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optimal investment | |||
| Property / zbMATH Keywords: optimal investment / rank | |||
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potential utility | |||
| Property / zbMATH Keywords: potential utility / rank | |||
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transaction costs | |||
| Property / zbMATH Keywords: transaction costs / rank | |||
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spectral method | |||
| Property / zbMATH Keywords: spectral method / rank | |||
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Revision as of 04:05, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral method for an optimal investment problem with transaction costs under potential utility |
scientific article |
Statements
A spectral method for an optimal investment problem with transaction costs under potential utility (English)
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16 March 2017
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optimal investment
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potential utility
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transaction costs
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spectral method
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