Merton problem in an infinite horizon and a discrete time with frictions (Q2358298)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merton problem in an infinite horizon and a discrete time with frictions |
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Merton problem in an infinite horizon and a discrete time with frictions (English)
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14 June 2017
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Merton problem
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discrete market
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infinite horizon
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market frictions
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after liquidation value
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dynamic programming
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value function
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