Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096)
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scientific article; zbMATH DE number 5529537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem |
scientific article; zbMATH DE number 5529537 |
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Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (English)
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17 March 2009
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singular stochastic control
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portfolio selection
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