Merton Problem with Taxes: Characterization, Computation, and Approximation (Q3563697)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merton Problem with Taxes: Characterization, Computation, and Approximation |
scientific article |
Statements
Merton Problem with Taxes: Characterization, Computation, and Approximation (English)
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1 June 2010
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optimal consumption and investment in continuous time
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transaction costs
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capital gains taxes
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finite differences
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