No label defined (Q4356587)
From MaRDI portal
scientific article; zbMATH DE number 1069625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1069625 |
Statements
1 October 1997
0 references
finite horizon problem
0 references
transaction cost problem
0 references
singular stochastic problems
0 references
variational inequality
0 references
dynamic programming
0 references
Merton problem
0 references
dynamic optimization of portfolios
0 references
risky assets
0 references
