Asymptotic analysis for Merton's problem with transaction costs in power utility case (Q2811107)
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scientific article; zbMATH DE number 6591425
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| English | Asymptotic analysis for Merton's problem with transaction costs in power utility case |
scientific article; zbMATH DE number 6591425 |
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Asymptotic analysis for Merton's problem with transaction costs in power utility case (English)
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10 June 2016
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stochastic control
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utility maximization
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transaction costs
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shadow price
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asymptotic analysis
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0.9018091559410096
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0.8791658282279968
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0.870341420173645
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0.8491529226303101
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0.8405119180679321
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