Merton problem in a discrete market with frictions (Q1926415)
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scientific article; zbMATH DE number 6118941
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| default for all languages | No label defined |
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| English | Merton problem in a discrete market with frictions |
scientific article; zbMATH DE number 6118941 |
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Merton problem in a discrete market with frictions (English)
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28 December 2012
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Merton problem
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market friction
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dynamic programming
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0.9333720803260804
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0.8020768761634827
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0.8002692461013794
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