Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806)
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scientific article; zbMATH DE number 7594335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit |
scientific article; zbMATH DE number 7594335 |
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Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (English)
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29 September 2022
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optimal investment
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transaction costs
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stochastic Perron
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viscosity solutions
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