Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (Q4902221)
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scientific article; zbMATH DE number 6130650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs |
scientific article; zbMATH DE number 6130650 |
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Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs (English)
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25 January 2013
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transaction costs
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optimal control
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asymptotic analysis
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utility maximization
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