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
16 March 2017
0 references
optimal investment
0 references
potential utility
0 references
transaction costs
0 references
spectral method
0 references
0 references
0 references
0 references
0 references
0 references