The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (Q3525937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes |
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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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