Multi-asset investment-consumption model with transaction costs (Q2567303)
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scientific article; zbMATH DE number 2211465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-asset investment-consumption model with transaction costs |
scientific article; zbMATH DE number 2211465 |
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Multi-asset investment-consumption model with transaction costs (English)
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29 September 2005
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finance
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investment-consumption and portfolio models
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HJB equation
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viscosity solution
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transaction costs
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discount factor
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0.8690078258514404
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0.8643007278442383
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0.856417179107666
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0.8548039197921753
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0.854345977306366
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