Optimal investment and consumption in the market with jump risk and capital gains tax
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Publication:2315618
DOI10.3934/jimo.2018130zbMath1438.91145MaRDI QIDQ2315618
Shiping Shan, Weidong Xu, Yong Ma
Publication date: 25 July 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2018130
91B64: Macroeconomic theory (monetary models, models of taxation)
90C39: Dynamic programming
93E20: Optimal stochastic control
91G15: Financial markets
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