PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735)
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scientific article; zbMATH DE number 6880300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS |
scientific article; zbMATH DE number 6880300 |
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PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (English)
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4 June 2018
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backward Euler method
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capital injection
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HJB equation
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portfolio selection
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transaction costs
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