On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs |
scientific article |
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On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (English)
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14 September 2015
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transaction costs
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Hamilton-Jacobi-Bellman equation
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uniqueness of the value function
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