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Basic properties of value function on asset optimization (Q2766020)

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scientific article; zbMATH DE number 1695282
Language Label Description Also known as
English
Basic properties of value function on asset optimization
scientific article; zbMATH DE number 1695282

    Statements

    author
    Shimeng Xu
    0 references
    Junhong Liu
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    publication date
    21 May 2002
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    zbMATH Keywords
    value function
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    asset optimization
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    viscosity solution
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    transaction costs
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    title
    Basic properties of value function on asset optimization (English)
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    Identifiers

    zbMATH DE Number
    1695282
    0 references
     
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