The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (Q3525937)
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scientific article; zbMATH DE number 5346014
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| English | The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes |
scientific article; zbMATH DE number 5346014 |
Statements
The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (English)
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23 September 2008
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viscosity solutions
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value function
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capital gains taxes
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transaction costs
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optimal consumption and investment in continuous time
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0.8098450303077698
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0.8053423166275024
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0.7929307818412781
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0.7890629768371582
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