Merton problem in a discrete market with frictions
type: Item
instance of: scholarly article
title: Merton problem in a discrete market with frictions
zbMATH Open document ID: 1254.91707
author: Souhail Chebbi
author: H. Mete Soner
published in: Nonlinear Analysis. Real World Applications
publication date: 2012-12-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6118941
zbMATH Keywords: Merton problem
zbMATH Keywords: market friction
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: j.nonrwa.2012.05.011
OpenAlex ID: W1978537245
Wikidata QID: Q57635888
DOI: 10.1016/J.NONRWA.2012.05.011
description: scientific article; zbMATH DE number 6118941