Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem |
scientific article |
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
