A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A spectral method for an optimal investment problem with transaction costs under potential utility
scientific article

    Statements

    A spectral method for an optimal investment problem with transaction costs under potential utility (English)
    0 references
    0 references
    0 references
    16 March 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal investment
    0 references
    potential utility
    0 references
    transaction costs
    0 references
    spectral method
    0 references
    0 references
    0 references