Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (Q4537810)
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scientific article; zbMATH DE number 1758254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs |
scientific article; zbMATH DE number 1758254 |
Statements
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (English)
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23 June 2002
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portfolio selection
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transaction cost
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impulse control
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quasi-variational inequalities
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viscosity solutions
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