Optimal Consumption and Sale Strategies for a Risk Averse Agent (Q2832613)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Sale Strategies for a Risk Averse Agent |
scientific article |
Statements
Optimal Consumption and Sale Strategies for a Risk Averse Agent (English)
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11 November 2016
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optimal consumption/investment problem
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transaction costs
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sale strategy
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reflecting diffusion
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local time
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