Investment and consumption in regime-switching models with proportional transaction costs and log utility (Q2360794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment and consumption in regime-switching models with proportional transaction costs and log utility |
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Investment and consumption in regime-switching models with proportional transaction costs and log utility (English)
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12 July 2017
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investment and consumption model
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proportional transaction costs
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regime-switching model
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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log utility
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