The general structure of optimal investment and consumption with small transaction costs (Q5283400)
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scientific article; zbMATH DE number 6751203
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| English | The general structure of optimal investment and consumption with small transaction costs |
scientific article; zbMATH DE number 6751203 |
Statements
THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (English)
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21 July 2017
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transaction costs
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optimal investment and consumption
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trading volume
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asymptotics
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0.8602396249771118
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0.8595551252365112
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0.8509798049926758
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0.8448550701141357
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