Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem |
scientific article |
Statements
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (English)
0 references
17 March 2009
0 references
singular stochastic control
0 references
portfolio selection
0 references
0 references
0 references
0 references
0 references
