Consumption-investment problems with transaction costs: Survey and open problems

Mathematical Methods of Operations Research

Volumn 51, Issue 1, 2000, Pages 43-68

  Cadenillas, Abel ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Consumption investment; Optimal stopping; Stochastic impulse control; Stochastic singular control; Transaction costs

Indexed keywords

EID: 0001791247     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860050002     Document Type: Article

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