Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (Q4537810)
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scientific article; zbMATH DE number 1758254
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| default for all languages | No label defined |
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| English | Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs |
scientific article; zbMATH DE number 1758254 |
Statements
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (English)
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23 June 2002
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portfolio selection
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transaction cost
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impulse control
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quasi-variational inequalities
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viscosity solutions
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0.8800961375236511
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0.8792838454246521
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0.8773958086967468
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