Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6090915
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem |
scientific article; zbMATH DE number 6090915 |
Statements
Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (English)
0 references
5 October 2012
0 references
optimal investment
0 references
transaction costs
0 references
double obstacle problem
0 references
stochastic control
0 references
exponential utility function
0 references
0 references
0.9286213517189026
0 references
0.8848722577095032
0 references
0.8609058260917664
0 references
0.8273828029632568
0 references
0.8270295262336731
0 references
