Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (Q2190061)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies |
scientific article |
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Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies (English)
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18 June 2020
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consumption-investment problem
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transaction costs
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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Lévy process
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