Finite Horizon Optimal Investment and Consumption with...

Finite Horizon Optimal Investment and Consumption with Transaction Costs

Dai, Min, Jiang, Lishang, Li, Peifan, Yi, Fahuai
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Volume:
48
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/070703685
Date:
January, 2009
File:
PDF, 270 KB
english, 2009
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