Merton Problem with Taxes: Characterization, Computation, and Approximation (Q3563697)
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scientific article; zbMATH DE number 5714652
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| English | Merton Problem with Taxes: Characterization, Computation, and Approximation |
scientific article; zbMATH DE number 5714652 |
Statements
Merton Problem with Taxes: Characterization, Computation, and Approximation (English)
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1 June 2010
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optimal consumption and investment in continuous time
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transaction costs
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capital gains taxes
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finite differences
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0.83172834
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0.83048266
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0.8300447
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0.8292125
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0.8248638
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0.8209605
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0.8199464
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0.81861687
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0.8176209
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