Optimal consumption and investment with liquid and illiquid assets (Q5109978)
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scientific article; zbMATH DE number 7200946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment with liquid and illiquid assets |
scientific article; zbMATH DE number 7200946 |
Statements
Optimal consumption and investment with liquid and illiquid assets (English)
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14 May 2020
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optimal consumption/trading
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stochastic control
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singular control
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transaction costs
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