Consumption-investment problems with transaction costs: Survey and open problems
Year of publication: |
2000
|
---|---|
Authors: | Cadenillas, Abel |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 51.2000, 1, p. 43-68
|
Publisher: |
Springer |
Subject: | Consumption-investment | optimal stopping | stochastic singular control | stochastic impulse control | transaction costs |
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