Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370)

From MaRDI portal
Revision as of 18:49, 21 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem
scientific article

    Statements

    Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    5 October 2012
    0 references