Asymptotics and duality for the Davis and Norman problem (Q3145080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and duality for the Davis and Norman problem |
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Asymptotics and duality for the Davis and Norman problem (English)
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13 December 2012
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transaction costs
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optimal consumption
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shadow price
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bid-ask spread
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no-trade region
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Merton problem
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