Asymptotics and duality for the Davis and Norman problem (Q3145080)
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scientific article; zbMATH DE number 6115681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotics and duality for the Davis and Norman problem |
scientific article; zbMATH DE number 6115681 |
Statements
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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0.8354452848434448
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0.8252749443054199
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0.8053262233734131
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0.8047659993171692
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0.8038594722747803
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